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Numerical Methods in Finance Sandro Calore
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Numerical Methods in Finance
Sandro Calore
In this book one- and two-dimensional option prices are computed with the help of two different techniques: one using randomness, the Monte Carlo method and the other based on solving PDEs with finite difference methods. The use of the computer is in this case fundamental, because an important computing power is needed for both methods. The two techniques are implemented with MATLAB and applied to different kinds of options.
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 12 de diciembre de 2013 |
| ISBN13 | 9783639495720 |
| Editores | AV Akademikerverlag |
| Páginas | 140 |
| Dimensiones | 150 × 8 × 225 mm · 213 g |
| Lengua | Inglés |
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