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Numerical Methods Finance Pricing by Calore Sandro (7 results)
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Condition: New.
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Numerical methods in finance: Pricing options with MATLAB
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In.
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Numerical methods in finance: Pricing options with MATLAB
Published by AV Akademikerverlag 2013-12-12, 2013
ISBN 10: 3639495721 ISBN 13: 9783639495720
Language: English
Paperback. Condition: New.
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Taschenbuch. Condition: Neu. Numerical methods in finance | Pricing options with MATLAB | Sandro Calore | Taschenbuch | 140 S. | Englisch | 2013 | AV Akademikerverlag | EAN 9783639495720 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu.
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PAP. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
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Numerical methods in finance Pricing options with MATLAB
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 5 out of 5 stars
PAP. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
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Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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.
