The Resource Numerical Partial Differential Equations in Finance Explained : An Introduction to Computational Finance, by Karel in 't Hout, (electronic resource)

Numerical Partial Differential Equations in Finance Explained : An Introduction to Computational Finance, by Karel in 't Hout, (electronic resource)

Label
Numerical Partial Differential Equations in Finance Explained : An Introduction to Computational Finance
Title
Numerical Partial Differential Equations in Finance Explained
Title remainder
An Introduction to Computational Finance
Statement of responsibility
by Karel in 't Hout
Creator
Author
Author
Subject
Language
eng
Summary
This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). It provides readers with an easily accessible text explaining main concepts, models, methods and results that arise in this approach. In keeping with the series style, emphasis is placed on intuition as opposed to full rigor, and a relatively basic understanding of mathematics is sufficient. The book provides a wealth of examples, and ample numerical experiments are givento illustrate the theory. The main focus is on one-dimensional financial PDEs, notably the Black-Scholes equation. The book concludes with a detailed discussion of the important step towards two-dimensional PDEs in finance
Member of
http://library.link/vocab/creatorName
in 't Hout, Karel
Dewey number
650.01513
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut
n2ENywdXcvs
Image bit depth
0
LC call number
HG176.7
Literary form
non fiction
Nature of contents
dictionaries
Series statement
Financial Engineering Explained
http://library.link/vocab/subjectName
  • Financial engineering
  • Financial Engineering
Label
Numerical Partial Differential Equations in Finance Explained : An Introduction to Computational Finance, by Karel in 't Hout, (electronic resource)
Instantiates
Publication
Antecedent source
mixed
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Chapter1. Financial option valuation.-Chapter2. Partial differential equations -- Chapter3 Spatial discretization I -- Chapter4. Spatial discretization II -- Chapter5. Numerical study: space -- Chapter6. The Greeks -- Chapter7. Temporal discretization -- Chapter8. Numerical study: time -- Chapter9. Cash-or-nothing options -- Chapter10. Barrier options -- Chapter11. American-style options -- Chapter12. Merton model -- Chapter13. Two-asset options
Dimensions
unknown
Edition
1st ed. 2017.
Extent
1 online resource (XIV, 128 p. 42 illus.)
File format
multiple file formats
Form of item
online
Isbn
9781137435699
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1057/978-1-137-43569-9
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)4100000000586927
  • (DE-He213)978-1-137-43569-9
  • (MiAaPQ)EBC5017864
  • (EXLCZ)994100000000586927
Label
Numerical Partial Differential Equations in Finance Explained : An Introduction to Computational Finance, by Karel in 't Hout, (electronic resource)
Publication
Antecedent source
mixed
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Chapter1. Financial option valuation.-Chapter2. Partial differential equations -- Chapter3 Spatial discretization I -- Chapter4. Spatial discretization II -- Chapter5. Numerical study: space -- Chapter6. The Greeks -- Chapter7. Temporal discretization -- Chapter8. Numerical study: time -- Chapter9. Cash-or-nothing options -- Chapter10. Barrier options -- Chapter11. American-style options -- Chapter12. Merton model -- Chapter13. Two-asset options
Dimensions
unknown
Edition
1st ed. 2017.
Extent
1 online resource (XIV, 128 p. 42 illus.)
File format
multiple file formats
Form of item
online
Isbn
9781137435699
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1057/978-1-137-43569-9
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)4100000000586927
  • (DE-He213)978-1-137-43569-9
  • (MiAaPQ)EBC5017864
  • (EXLCZ)994100000000586927

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