This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs).
The book provides a wealth of examples, and ample numerical experiments are givento illustrate the theory.
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
Karel in ’t Hout is Associate Professor in the Department of Mathematics and Computer Science at University of Antwerp, specializing in the analysis and development of numerical methods for time-dependent partial differential equations with applications to finance. He has previously held positions as Visiting Professor at Arizona State University, Visiting Professor at Boise State University and Researcher at Leiden University and University of Auckland. Karel has also spent time in the industry, working as quantitative analyst at ABN Amro, Amsterdam. He holds a PhD in Mathematics from Leiden University.
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
EUR 11,50 für den Versand von Vereinigtes Königreich nach Deutschland
Versandziele, Kosten & DauerAnbieter: Revaluation Books, Exeter, Vereinigtes Königreich
Hardcover. Zustand: Brand New. 1st edition. 128 pages. 9.50x6.50x0.75 inches. In Stock. Artikel-Nr. zk1137435682
Anzahl: 1 verfügbar