2017, ISBN: 9781137435682

[ED: Gebunden], [PU: PALGRAVE], This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs).… Meer...

[ED: Gebunden], [PU: PALGRAVE], 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., DE, [SC: 0.00], Neuware, gewerbliches Angebot, 128, [GW: 399g], 2017 edition, Banküberweisung, PayPal, Klarna-Sofortüberweisung, [CT: Sonstiges / Sonstiges]<

2017, ISBN: 9781137435682

[ED: Gebunden], [PU: PALGRAVE], This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs).… Meer...

[ED: Gebunden], [PU: PALGRAVE], 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., DE, [SC: 0.00], Neuware, gewerbliches Angebot, 128, [GW: 399g], 2017 edition, Banküberweisung, PayPal, Klarna-Sofortüberweisung, [CT: Sonstiges / Sonstiges]<

2017, ISBN: 1137435682

[EAN: 9781137435682], Neubuch, [SC: 0.0], [PU: PALGRAVE Sep 2017], BUSINESS / ECONOMICS FINANCE; & FINANCE FINANCIAL ENGINEERING, Neuware - This book provides a first, basic introduction … Meer...

[EAN: 9781137435682], Neubuch, [SC: 0.0], [PU: PALGRAVE Sep 2017], BUSINESS / ECONOMICS FINANCE; & FINANCE FINANCIAL ENGINEERING, Neuware - 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., Books<

2017, ISBN: 1137435682

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 eas… Meer...

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. Media Buch, 128 Seiten, Media > Books, Palgrave Macmillan UK, 2017<

2017, ISBN: 1137435682

[EAN: 9781137435682], Neubuch, [PU: Palgrave Macmillan UK], FINANZMATHEMATIK MATHEMATIK ÖKONOMIE WIRTSCHAFTSWISSENSCHAFT BUSINESS MANAGEMENT & ECONOMICS FINANCE FINANCIAL ENGINEERING DERI… Meer...

[EAN: 9781137435682], Neubuch, [PU: Palgrave Macmillan UK], FINANZMATHEMATIK MATHEMATIK ÖKONOMIE WIRTSCHAFTSWISSENSCHAFT BUSINESS MANAGEMENT & ECONOMICS FINANCE FINANCIAL ENGINEERING DERIVATIVE VALUATION MATHEMATICS WIRTSCHAFT COMPUTATIONAL PARTIAL DIFFERENTIAL FINANZEN, Engages the reader with an accessible account of a highly complex mathematical approach commonly applied in financial markets. Provides a first, basic introduction into the valuation of financial options via the numerical solution of partial diffe., Books<