30 Jun 10 Computational Methods for Option Pricing (Frontiers in Applied Mathematics)

Title: Computational Methods for Option Pricing (Frontiers in Applied Mathematics)
Authors: Yves Achdou
Olivier Pironneau
Description
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 numerical algorithms for the fast and accurate pricing of financial derivatives and for the calibration of parameters. more…






