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Nonlinear option pricing /

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New Tools to Solve Your Option Pricing Problems For nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative research--including Risk magazine's 2013 Quant of the Year--Nonlinear Option...

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Bibliographic Details
Main Authors: Guyon, Julien (Author), Henry-Labordère, Pierre (Author)
Corporate Author: Taylor & Francis
Format: eBook
Language:English
Language Notes:English.
Published: Boca Raton, FL : CRC Press, [2014]
Series:Chapman & Hall/CRC financial mathematics series.
Subjects:
Options (Finance) > Prices > Mathematical models.
Nonlinear pricing > Mathematical models.
Business mathematics.
Options (Finances) > Prix > Modèles mathématiques.
Tarification non linéaire > Modèles mathématiques.
Mathématiques financières.
BUSINESS & ECONOMICS > Finance.
Business mathematics
Options (Finance) > Prices > Mathematical models
Optionspreistheorie
Nichtlineare partielle Differentialgleichung
Stochastische Differentialgleichung
Finanzmathematik
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Call Number: HG6024
 
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HG6024 Available