Computing Financial Derivatives: A Finite-Difference Approach
Author:   Sweta Rout-Hoolash ,  Choi-Hong Lai (University of Greenwich, London, UK)
Publisher:   Taylor & Francis Ltd
ISBN:  

9781420082647


Pages:   268
Publication Date:   01 January 2021
Format:   Hardback
Availability:   Not yet available   Availability explained
This item is yet to be released. You can pre-order this item and we will dispatch it to you upon its release.

Our Price $147.00 Quantity:  
Add to Cart

Share |

Computing Financial Derivatives: A Finite-Difference Approach


Add your own review!

Overview

From basic to exotic options, this volume describes accurate and efficient numerical solutions to the options pricing problem. It presents state-of-the-art developments in option pricing along with discretization techniques, numerical algorithms, distributed algorithms, and practical applications of these methods to real-world examples. The book offers a detailed description of mathematical modeling as well as a focus on implementation and results. Additional topics covered include Cartesian meshes, non-uniform time-stepping routines, and semi-Lagrangian time integration schemes.

Full Product Details

Author:   Sweta Rout-Hoolash ,  Choi-Hong Lai (University of Greenwich, London, UK)
Publisher:   Taylor & Francis Ltd
Imprint:   Chapman & Hall/CRC
ISBN:  

9781420082647


ISBN 10:   1420082647
Pages:   268
Publication Date:   01 January 2021
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Not yet available   Availability explained
This item is yet to be released. You can pre-order this item and we will dispatch it to you upon its release.

Table of Contents

Introduction to Financial Derivatives. The Mathematical Modelling of Options Pricing Using Finite-Difference Methods. Elementary Finite-Difference Methods. Advanced Finite-Difference Methods. Semi-Lagrange Time Integration using Finite Difference Methods. Further Applications of the Finite-Difference Method. Conclusion.

Reviews

Author Information

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions
Latest Reading Guide

MRG2025CC

 

Shopping Cart
Your cart is empty
 Shopping cart
Mailing List

 

Sign up now