Nonlinear Option Pricing
| Author | : Julien Guyon |
| Publisher | : CRC Press |
| Total Pages | : 480 |
| Release | : 2013-12-19 |
| ISBN-10 | : 9781466570344 |
| ISBN-13 | : 1466570342 |
| Rating | : 4/5 (342 Downloads) |
Book Synopsis Nonlinear Option Pricing by : Julien Guyon
Download or read book Nonlinear Option Pricing written by Julien Guyon and published by CRC Press. This book was released on 2013-12-19 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: New Tools to Solve Your Option Pricing ProblemsFor nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative research-including Risk magazine's 2013 Quant of the Year-Nonlinear Option Pricing compares various numerical methods for solving hi