Nonlinear Option Pricing

Nonlinear Option Pricing

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Henry-Labordere, PierreHenry-Labordere, Pierre, Guyon, Julien
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
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45.99 £ * Old Price 175.00 £
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
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  • Formats: epub
  • ISBN: 9781040057834
  • Publication Date: 19 Dec 2013
  • Publisher: CRC Press
  • Product language: English
  • Drm Setting: DRM