Logotipo librería Marcial Pons
Finite difference methods in financial engineering

Finite difference methods in financial engineering
a partial differential equation approach

  • ISBN: 9780470858820
  • Editorial: John Wiley & Sons Limited
  • Lugar de la edición: New Jersey. Estados Unidos de Norteamérica
  • Encuadernación: Cartoné
  • Medidas: 26 cm
  • Nº Pág.: 440
  • Idiomas: Inglés

Papel: Cartoné
95,25 €
Stock en librerías. Envío en 24/48 horas

Resumen

Today's most complete and practical guide to finite difference methods and its applications to derivatives The application of finite difference methods (FDM), long popular in areas such as fluid mechanics and heat transfer, has become increasingly vital for pricing derivative products in today's global markets. Finite Difference Methods in Financial Engineering provides a step-by-step description of how robust and accurate numerical methods are motivated and applied to pricing financial derivative products. Focusing on real-world derivative products such as vanilla and exotic options and credit and interest rate derivatives, it details the application of FDM to the partial differential equations that model derivative products in the financial markets and includes a CD containing C++ source code and executable programs.

With CD-ROM

Resumen

Utilizamos cookies propias y de terceros para mejorar nuestros servicios y facilitar la navegación. Si continúa navegando consideramos que acepta su uso.

aceptar más información