Computational Methods for Option Pricing

By Yves Achdou and Olivier Pironneau

This book is a must for becoming better acquainted with the modern tools of numerical analysis for several significant computational problems arising in finance. Important aspects of finance modeling... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 0898715733
• ISBN13: 9780898715736
• Release Date: July 2005
• Publisher: Society for Industrial and Applied Mathematic
• Length: 184 Pages
• Weight: 1.36 lbs.