Modular Pricing of Options

Modular Pricing of Options
Author :
Publisher :
Total Pages : 88
Release :
ISBN-10 : OCLC:76179817
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis Modular Pricing of Options by : Jianwei Zhu

Download or read book Modular Pricing of Options written by Jianwei Zhu and published by . This book was released on 1999 with total page 88 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Modular Pricing of Options Related Books

Modular Pricing of Options
Language: en
Pages: 88
Authors: Jianwei Zhu
Categories:
Type: BOOK - Published: 1999 - Publisher:

DOWNLOAD EBOOK

Modular Pricing of Options
Language: en
Pages: 181
Authors: Jianwei Zhu
Categories: Business & Economics
Type: BOOK - Published: 2013-04-17 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

From a technical point of view, the celebrated Black and Scholes option pricing formula was originally developed using a separation of variables technique. Howe
The Numerical Solution of the American Option Pricing Problem
Language: en
Pages: 223
Authors: Carl Chiarella
Categories: Options (Finance)
Type: BOOK - Published: 2014-10-14 - Publisher: World Scientific

DOWNLOAD EBOOK

The early exercise opportunity of an American option makes it challenging to price and an array of approaches have been proposed in the vast literature on this
Numerical Solution Of The American Option Pricing Problem, The: Finite Difference And Transform Approaches
Language: en
Pages: 223
Authors: Carl Chiarella
Categories: Business & Economics
Type: BOOK - Published: 2014-10-14 - Publisher: World Scientific

DOWNLOAD EBOOK

The early exercise opportunity of an American option makes it challenging to price and an array of approaches have been proposed in the vast literature on this
PDE and Martingale Methods in Option Pricing
Language: en
Pages: 727
Authors: Andrea Pascucci
Categories: Mathematics
Type: BOOK - Published: 2011-04-15 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. The text is designed for