Items related to Evaluation of Various Numerical Methods of Option Pricing
Synopsis
Derivatives in financial market play an important and useful role in hedging and managing risk. Derivative securities, when used correctly, can help investors increase their expected returns and minimize their exposure to risk. Options offer leverage and insurance for risk-averse investors. For the risk-alike investors, they can be ways of speculation. However, the values of option depend on a number of different variables in addition to the underlying asset, which makes them hard to value. This book explored some commonly used pricing models and compared their accuracy for the valuation. In the last section, it introduced a new numerical scheme --- the Radial Basis Function Method (RBF), particularly Hardy’s multiquadric (MQ) as a spatial approximation for the numerical solution of the option value and its derivatives.
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Master in Arts in Mathematical Finance in Columbia University in the city of New York
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Evaluation of Various Numerical Methods of Option Pricing
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LAP LAMBERT Academic Publishing Jan 2014, 2014
ISBN 10: 3659512443
ISBN 13: 9783659512445
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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Derivatives in financial market play an important and useful role in hedging and managing risk. Derivative securities, when used correctly, can help investors increase their expected returns and minimize their exposure to risk. Options offer leverage and insurance for risk-averse investors. For the risk-alike investors, they can be ways of speculation. However, the values of option depend on a number of different variables in addition to the underlying asset, which makes them hard to value. This book explored some commonly used pricing models and compared their accuracy for the valuation. In the last section, it introduced a new numerical scheme --- the Radial Basis Function Method (RBF), particularly Hardy s multiquadric (MQ) as a spatial approximation for the numerical solution of the option value and its derivatives. 68 pp. Englisch. Seller Inventory # 9783659512445
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Evaluation of Various Numerical Methods of Option Pricing
Published by
LAP LAMBERT Academic Publishing, 2014
ISBN 10: 3659512443
ISBN 13: 9783659512445
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Xiong PeihanMaster in Arts in Mathematical Finance in Columbia University in the city of New YorkDerivatives in financial market play an important and useful role in hedging and managing risk. Derivative securities, when used cor. Seller Inventory # 5161364
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Evaluation of Various Numerical Methods of Option Pricing
Published by
LAP LAMBERT Academic Publishing Jan 2014, 2014
ISBN 10: 3659512443
ISBN 13: 9783659512445
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Taschenbuch
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
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Taschenbuch. Condition: Neu. Neuware -Derivatives in financial market play an important and useful role in hedging and managing risk. Derivative securities, when used correctly, can help investors increase their expected returns and minimize their exposure to risk. Options offer leverage and insurance for risk-averse investors. For the risk-alike investors, they can be ways of speculation. However, the values of option depend on a number of different variables in addition to the underlying asset, which makes them hard to value. This book explored some commonly used pricing models and compared their accuracy for the valuation. In the last section, it introduced a new numerical scheme --- the Radial Basis Function Method (RBF), particularly Hardy¿s multiquadric (MQ) as a spatial approximation for the numerical solution of the option value and its derivatives.Books on Demand GmbH, Überseering 33, 22297 Hamburg 68 pp. Englisch. Seller Inventory # 9783659512445
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Evaluation of Various Numerical Methods of Option Pricing
Published by
LAP LAMBERT Academic Publishing, 2014
ISBN 10: 3659512443
ISBN 13: 9783659512445
New
Taschenbuch
Seller: AHA-BUCH GmbH, Einbeck, Germany
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Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Derivatives in financial market play an important and useful role in hedging and managing risk. Derivative securities, when used correctly, can help investors increase their expected returns and minimize their exposure to risk. Options offer leverage and insurance for risk-averse investors. For the risk-alike investors, they can be ways of speculation. However, the values of option depend on a number of different variables in addition to the underlying asset, which makes them hard to value. This book explored some commonly used pricing models and compared their accuracy for the valuation. In the last section, it introduced a new numerical scheme --- the Radial Basis Function Method (RBF), particularly Hardy s multiquadric (MQ) as a spatial approximation for the numerical solution of the option value and its derivatives. Seller Inventory # 9783659512445
Quantity: 1 available