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Nonlinear Option Pricing - Chapman and Hall / CRC Financial Mathematics Series
Julien Guyon
Nonlinear Option Pricing - Chapman and Hall / CRC Financial Mathematics Series
Julien Guyon
Written by two leaders in quantitative research, this book compares various numerical methods for solving high-dimensional nonlinear problems arising in option pricing. Designed for practitioners, it is the first authored book to discuss nonlinear Black-Scholes PDEs and compare the efficiency of many different methods, including novel techniques
484 pages, 55 Illustrations, black and white
Media | Books Paperback Book (Book with soft cover and glued back) |
To be released | October 14, 2024 |
ISBN13 | 9781032919393 |
Publishers | Taylor & Francis Ltd |
Pages | 484 |
Dimensions | 900 g |
See all of Julien Guyon ( e.g. Paperback Book and Hardcover Book )