carnevalemanfredonia.it
» » Understanding Numerical Analysis for Option Pricing

eBook Understanding Numerical Analysis for Option Pricing download

by B. J. Lapeyre,A. Sulem,D. Talay

eBook Understanding Numerical Analysis for Option Pricing download ISBN: 0521621143
Author: B. J. Lapeyre,A. Sulem,D. Talay
Publisher: Cambridge Univ Pr (March 30, 2019)
Language: English
Pages: 300
ePub: 1470 kb
Fb2: 1697 kb
Rating: 4.6
Other formats: docx lrf azw mbr
Category: Math Sciences
Subcategory: Mathematics

Rocky added it Jun 25, 2010.

This introduction to algorithm analysis is directed to financial models, especially in option pricing and portfolio management. It includes Monte Carlo methods, tree algorithms, finite-difference methods for parabolic partial differential equations, and estimation procedures for financial models. The analysis is suitable for students in mathematical finance as well as professionals wanting to understand better the financial applications of algorithms. Rocky added it Jun 25, 2010.

Items related to Understanding Numerical Analysis for Option Pricing. This book provides the mathematical concepts needed to understand the most important algorithms currently used in finance, especially Monte Carlo, finite-difference, and parameter estimation. B. J. Lapeyre; A. Sulem; D. Talay Understanding Numerical Analysis for Option Pricing. ISBN 13: 9780521621144. The authors assume a basic understanding of probability theory and stochastic processes, and option pricing, otherwise the presentation is reasonably self-contained with mathematical concepts introduced in the context of financial topics, and illustrated by examples drawn from finance.

Lapeyre, A. Sulem and D. Talay, Understanding Numerical Analysis for Option Pricing, eds. L. C. G. Rogers and D. Talay (Cambridge University Press, Cambridge), to appear. Downloaded from ww. orldscientific. com by. J Int. Theor.

Understanding Numerical Analysis for Option Pricing. Lapeyre and D. Talay.

Are you sure you want to remove Understanding Numerical Analysis for Option Pricing from your list?

B Understanding Numerical Analysis for Option Pricing. Are you sure you want to remove Understanding Numerical Analysis for Option Pricing from your list? Understanding Numerical Analysis for Option Pricing. by B. Lapeyre, A. Sulem, D. Published September 30, 2007 by Cambridge University Press.

Lapeyre, B. Sulem, . Talay, . We're committed to providing low prices every day, on everything. Talay, D. ISBN-13.

Bernard Lapeyre est considéré comme un des pionniers des mathématiques financières, et spécialisé aux méthodes . en) Understanding numerical analysis for option pricing, avec Agnes Sulem et Denis Talay, Cambridge University Press, 1999.

Bernard Lapeyre est considéré comme un des pionniers des mathématiques financières, et spécialisé aux méthodes de Monte-Carlo en finance. Il enseigne cette matière au sein d'une formation en mathématiques financières : le Master recherche (ex-DEA) Mathématiques et applications parcours Finance de l'université Paris-Est Marne-la-Vallée et de l'école nationale des ponts et chaussées. Divers articles, contributions, préfaces.

Rogers and D. Talay, Cambridge University Press, Cambridge), to appear. Talay, 1997.

This book provides the mathematical concepts needed to understand the most important algorithms currently used in finance, especially Monte Carlo, finite-difference, and parameter estimation. The authors assume a basic understanding of probability theory and stochastic processes, and option pricing, otherwise the presentation is reasonably self-contained with mathematical concepts introduced in the context of financial topics, and illustrated by examples drawn from finance. The book should be suitable either for graduate courses in mathematical and computational finance, or for self-study. Examples are provided throughout, and algorithms are also provided for some of the numerical schemes.