Numerical Partial Differential Equations in Finance Explained / Financial Engineering Explained (PDF)

Name: Numerical Partial Differential Equations in Finance Explained / Financial Engineering Explained
Brand: Springer-Verlag GmbH
SKU: 95665048
Price: 39.58 EUR
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An Introduction to Computational Finance (Sprache: Englisch)

Autor: Karel In 'T Hout

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Produktinformationen zu „Numerical Partial Differential Equations in Finance Explained / Financial Engineering Explained (PDF)“

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.

Autoren-Porträt von Karel In 'T Hout

Karel in 't Hout is Associate Professor in the Department of Mathematics and Computer Science at University of Antwerp, specializing in the analysis and development of numerical methods for time-dependent partial differential equations with applications to finance. He has previously held positions as Visiting Professor at Arizona State University, Visiting Professor at Boise State University and Researcher at Leiden University and University of Auckland. Karel has also spent time in the industry, working as quantitative analyst at ABN Amro, Amsterdam. He holds a PhD in Mathematics from Leiden University.

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Bibliographische Angaben

Autor: Karel In 'T Hout
2017, 1st ed. 2017, 128 Seiten, Englisch
Verlag: Springer-Verlag GmbH
ISBN-10: 1137435690
ISBN-13: 9781137435699
Erscheinungsdatum: 02.09.2017

Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.

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Dateiformat: PDF
Größe: 17 MB
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Englisch

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