Numerical Partial Differential Equations in Finance Explained
Karel in 't Hout
Palgrave Macmillan, 2018
28,50 €On orderDelivery: 2-3 weeks
This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). The book provides a wealth of examples, and ample numerical experiments are givento illustrate the theory.
- ISBN-13
- 9781349953813
- ISBN-10
- 1349953814
- Publisher
- Palgrave Macmillan
- Year
- 2018
- Publication date
- 2018-08-11
- Pages
- 128
- Dimensions
- 235x155x