Nonlinear Option Pricing - Chapman and Hall / CRC Financial Mathematics Series - Julien Guyon - Books - Taylor & Francis Ltd - 9781032919393 - October 14, 2024
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Nonlinear Option Pricing - Chapman and Hall / CRC Financial Mathematics Series

Julien Guyon

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Nonlinear Option Pricing - Chapman and Hall / CRC Financial Mathematics Series

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