Numerical Partial Differential Equations in Finance Explained: An Introduction to Computational Finance (Financial Engineering Explained) - Hardcover

Buch 7 von 9: Financial Engineering Explained

In 't Hout, Karel

 
9781137435682: Numerical Partial Differential Equations in Finance Explained: An Introduction to Computational Finance (Financial Engineering Explained)

Inhaltsangabe

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.

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Über die Autorin bzw. den Autor

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.

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Weitere beliebte Ausgaben desselben Titels

9781349953813: Numerical Partial Differential Equations in Finance Explained: An Introduction to Computational Finance (Financial Engineering Explained)

Vorgestellte Ausgabe

ISBN 10:  1349953814 ISBN 13:  9781349953813
Verlag: Palgrave Macmillan, 2018
Softcover