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Nonlinear Option Pricing

by Pierre Henry-Labordere e Julien Guyon
language: english
Publisher: TAYLOR & FRANCIS LTD, October of 2024 ‧
66,23€
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Written by two leaders in quantitative research, this book compares various numerical methods for solving high-dimensional nonlinear problems arising in option pricing. Designed for practitioners, it is the first authored book to discuss nonlinear Black-Scholes PDEs and compare the efficiency of many different methods, including novel techniques

Nonlinear Option Pricing

by Pierre Henry-Labordere e Julien Guyon

Property Description
ISBN: 9781032919393
Publisher: TAYLOR & FRANCIS LTD
Release Date: October of 2024
Language: English
Dimensions: 156 x 234 x 20 mm
Cover: Softcover
Pages: 484
Format: Book
Collection: Chapman And Hall/Crc Financial Mathematics Series
Categories: Books in English > Economics, Finance and Accounting > Economy
Books in English > Others
EAN: 9781032919393