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Nonlinear Option Pricing eBook

by Pierre Henry-Labordere e Julien Guyon
Book eBook
language: english
Publisher: CRC PRESS, December of 2013 ‧
64,91€
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Ebook for ADE
New Tools to Solve Your Option Pricing ProblemsFor nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative research-including Risk magazine''s 2013 Quant of the Year-Nonlinear Option Pricing compares various numerical methods for solving hi

Nonlinear Option Pricing

by Pierre Henry-Labordere e Julien Guyon

Property Description
ISBN: 9781040057834
Publisher: CRC PRESS
Release Date: December of 2013
Language: English
Format: eBook
File Format and Compatibility:
Collection: Chapman And Hall/Crc Financial Mathematics Series
Categories: eBooks in English > Economics, Finance and Accounting > Economy
EAN: 9781040057834
Acessibilidade: Ver características de acessibilidade indicadas pelo editor