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Language: en
Pages: 343
Pages: 343
Type: BOOK - Published: 2005-07-18 - Publisher: World Scientific Publishing Company
From the unique perspective of partial differential equations (PDE), this self-contained book presents a systematic, advanced introduction to the Black-Scholes-
Language: en
Pages: 344
Pages: 344
Type: BOOK - Published: 2005 - Publisher: World Scientific
From the perspective of partial differential equations (PDE), this book introduces the Black-Scholes-Merton's option pricing theory. A unified approach is used
Language: en
Pages: 315
Pages: 315
Type: BOOK - Published: 2005-01-01 - Publisher: SIAM
The authors review some important aspects of finance modeling involving partial differential equations and focus on numerical algorithms for the fast and accura
Language: en
Pages: 403
Pages: 403
Type: BOOK - Published: 2008-09-22 - Publisher: CRC Press
Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing is the first book that applies advanced analytical and geometrical methods used
Language: es
Pages: 457
Pages: 457
Type: BOOK - Published: 1993 - Publisher:
Análisis de los diferentes modelos matemáticos aplicados a los precios de opción. Se estudian además los elementos matemáticos básicos necesarios para el