ISBN: 9781349953813 - Numerical Partial Differential Equations in Finance Explained: An Introduction to Computational Finance (financial Engineering Explained) (10 results)

Condition: New. Softcover reprint of the original 1st ed. 2017 edition NO-PA16APR2015-KAP.

Paperback. Condition: Brand New. reprint edition. 128 pages. 9.25x6.10x0.33 inches. In Stock.

Taschenbuch. Condition: Neu. Numerical Partial Differential Equations in Finance Explained | An Introduction to Computational Finance | Karel In 'T Hout | Taschenbuch | xiv | Englisch | 2018 | Palgrave MacMillan UK | EAN 9781349953813 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - 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. 128 pp. Englisch.…

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Condition: New. PRINT ON DEMAND.

Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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.…

Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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.…