Nonlinear Option Pricing

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Nonlinear Option Pricing

Nonlinear Option Pricing
Author :
Publisher : CRC Press
Total Pages : 480
Release :
ISBN-10 : 9781466570344
ISBN-13 : 1466570342
Rating : 4/5 (342 Downloads)
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Book Synopsis Nonlinear Option Pricing by : Julien Guyon

Download or read book Nonlinear Option Pricing written by Julien Guyon and published by CRC Press. This book was released on 2013-12-19 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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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