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Time-Discrete Method Of Lines For Options And Bonds, The: A Pde Approach
A Pde Approach
language: english
Publisher:
WORLD SCIENTIFIC PUBLISHING CO PTE LTD, February of 2015 ‧
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SYNOPSIS
Few financial mathematical books have discussed mathematically acceptable boundary conditions for the degenerate diffusion equations in finance.
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| Property | Description |
|---|---|
| ISBN: | 9789814619677 |
| Publisher: | WORLD SCIENTIFIC PUBLISHING CO PTE LTD |
| Release Date: | February of 2015 |
| Language: | English |
| Dimensions: | 152 x 229 x 18 mm |
| Cover: | Hardcover |
| Pages: | 286 |
| Format: | Book |
| Categories: |
Books in English
>
Economics, Finance and Accounting
>
Finances
Books in English > Others |
| EAN: | 9789814619677 |
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10%Numerical Solution Of The American Option Pricing Problem, The: Finite Difference And Transform ApproachesWORLD SCIENTIFIC PUBLISHING CO PTE LTD109,50€ 10% CARDfree shipping