Computational Methods Option Pricing by Achdou Yves (13 results)
Language: English
Published by Society for Industrial and Applied Mathematics 2005
- Softcover
Seller: Phatpocket Limited, Waltham Abbey, HERTS, United KingdomPhatpocket Limited
Contact seller5-star sellerCondition: Used - Good
£ 64.89
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Condition: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions.
Language: English
Published by Society for Industrial and Applied Mathematics 2005
- Softcover
Seller: Brit Books, Milton Keynes, , United KingdomBrit Books
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£ 66.80
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Paperback. Condition: Used; Very Good. ***Simply Brit*** Welcome to our online used book store, where affordability meets great quality. Dive into a world of captivating reads without breaking the bank. We take pride in offering a wide selection of used books, from classics to hidden gems, ensuring there is something for every l…iterary palate. All orders are shipped within 24 hours and our lightning fast-delivery within 48 hours coupled with our prompt customer service ensures a smooth journey from ordering to delivery. Discover the joy of reading with us, your trusted source for affordable books that do not compromise on quality.
Language: English
Published by MP-SIA SIAM - Society for Industrial and Applied M 2005
- Softcover
Seller: PBShop.store UK, Fairford, GLOS, United KingdomPBShop.store UK
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£ 80.79
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PAP. Condition: New. New Book. Shipped from UK. Established seller since 2000.
Language: English
Published by Society for Industrial and Applied Mathematics 2005
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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£ 88.84
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Condition: New.
Language: English
Published by Society for Industrial and Applied Mathematics 2005
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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£ 97.08
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Condition: As New. Unread book in perfect condition.
Language: English
Published by Society for Industrial and Applied Mathematics 2005
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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£ 80.78
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Condition: New.
Language: English
Published by Society for Industrial and Applied Mathematics 2005
- Softcover
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrelandKennys Bookshop and Art Galleries Ltd.
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£ 93.18
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Condition: New. 2005. paperback. . . . . .
Language: English
Published by Society for Industrial and Applied Mathematics,U.S., US 2005
- Softcover
Seller: Rarewaves.com USA, London, LONDO, United KingdomRarewaves.com USA
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£ 104.19
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Paperback. Condition: New. Here is a book for anyone who would like to become better acquainted with the modern tools of numerical analysis for several significant computational problems arising in finance. The authors review some important aspects of finance modeling involving partial differential equations and focus on numeric…al algorithms for the fast and accurate pricing of financial derivatives and for the calibration of parameters.Option pricing has become a technical topic that requires sophisticated numerical methods for robust and fast numerical solutions. This book explores the best numerical algorithms and discusses them in depth, from their mathematical analysis up to their implementation in C with efficient numerical libraries. Much of this information is not available elsewhere. In particular, this is one of the few books that gives detailed coverage of the following topics: Mathematical results and efficient algorithms for pricing American options. Modern algorithms with adaptive mesh refinement for European and American options. Regularity and error estimates are derived and give strong support to the mesh adaptivity, an essential tool for speeding up the numerical implementations.Calibration of volatility with European and American options. The use of automatic differentiation of computer codes for computing gree.
- Softcover
Seller: Revaluation Books, Exeter, , United KingdomRevaluation Books
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£ 92.61
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Paperback. Condition: Brand New. illustrated edition. 297 pages. 9.75x7.00x0.75 inches. In Stock.
Language: English
Published by Society for Industrial and Applied Mathematics 2005
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: Used - As new
£ 95.47
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Condition: As New. Unread book in perfect condition.
Language: English
Published by Society for Industrial and Applied Mathematics 2005
- Softcover
Seller: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
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£ 113.04
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Condition: New. 2005. paperback. . . . . . Books ship from the US and Ireland.
Language: English
Published by Society for Industrial and Applied Mathematics,U.S., US 2005
- Softcover
Seller: Rarewaves.com UK, London, United KingdomRarewaves.com UK
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£ 94.91
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Paperback. Condition: New. Here is a book for anyone who would like to become better acquainted with the modern tools of numerical analysis for several significant computational problems arising in finance. The authors review some important aspects of finance modeling involving partial differential equations and focus on numeric…al algorithms for the fast and accurate pricing of financial derivatives and for the calibration of parameters.Option pricing has become a technical topic that requires sophisticated numerical methods for robust and fast numerical solutions. This book explores the best numerical algorithms and discusses them in depth, from their mathematical analysis up to their implementation in C with efficient numerical libraries. Much of this information is not available elsewhere. In particular, this is one of the few books that gives detailed coverage of the following topics: Mathematical results and efficient algorithms for pricing American options. Modern algorithms with adaptive mesh refinement for European and American options. Regularity and error estimates are derived and give strong support to the mesh adaptivity, an essential tool for speeding up the numerical implementations.Calibration of volatility with European and American options. The use of automatic differentiation of computer codes for computing gree.
Language: English
Published by Society for Industrial and Applied Mathematics 2005
- Softcover
Seller: SHIMEDIA, Brooklyn, NY, U.S.A.SHIMEDIA
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£ 192.64
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