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· 제목 : Computational Methods for Option Pricing (Paperback) 
· 분류 : 외국도서 > 과학/수학/생태 > 수학 > 응용수학
· ISBN : 9780898715736
· 쪽수 : 297쪽
· 분류 : 외국도서 > 과학/수학/생태 > 수학 > 응용수학
· ISBN : 9780898715736
· 쪽수 : 297쪽
목차
- List of Algorithms
- Preface
- Chapter 1: Option Pricing
- Chapter 2: Black–Scholes Equation. Mathematical Analysis
- Chapter 3: Finite Differences
- Chapter 4: The Finite Element Method
- Chapter 5: Adaptive Mesh Refinement
- Chapter 6: American Options
- Chapter 7: Sensitivities and Calibration
- Chapter 8: Calibration of Local Volatility with European Options
- Chapter 9: Calibration of Local Volatility with American Options
- Bibliography
- Index.
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