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portada Numerical Methods in Finance
Type
Physical Book
Publisher
Author
Language
English
Format
Paperback
Dimensions
22.9x15.2x0.8 cm
Weight
0.21 kg.
ISBN13
9783639495720
Categories

Numerical Methods in Finance

Calore Sandro (Author) · Av Akademikerverlag · Paperback

Numerical Methods in Finance - Calore Sandro

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Synopsis "Numerical Methods in Finance"

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.

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