Title
Computational Methods For Option Pricing (Frontiers In Applied Mathematics, Series Number 30)-used
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This Book Is A Must For Becoming Better Acquainted With The Modern Tools Of Numerical Analysis For Several Significant Computational Problems Arising In Finance. Important Aspects Of Finance Modeling Are Reviewed, Involving Partial Differential Equations And Numerical Algorithms For The Fast And Accurate Pricing Of Financial Derivatives And The Calibration Of Parameters. The Best Numerical Algorithms Are Fully Explored And Discussed, From Their Mathematical Analysis Up To Their Implementation In C++ With Efficient Numerical Libraries. This Is One Of The Few Books That Thoroughly Covers The Following Topics: Mathematical Results And Efficient Algorithms For Pricing American Options; Modern Algorithms With Adaptive Mesh Refinement For European And American Options; Regularity And Error Estimates Are Derived And Give Strong Support To The Mesh Adaptivity, An Essential Tool For Speeding Up The Numerical Implementations; Calibration Of Volatility With European And American Options; The Use Of Automatic Differentiation Of Computer Codes For Computing Greeks.
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This product may contain chemicals known to the State of California to cause cancer, birth defects, or other reproductive harm.
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- Q: What is the primary focus of 'Computational Methods for Option Pricing'? A: The book primarily focuses on modern tools of numerical analysis for significant computational problems in finance, particularly related to pricing financial derivatives.
- Q: Who is the author of this book? A: The author of 'Computational Methods for Option Pricing' is Yves Achdou.
- Q: What topics are covered in this book? A: The book covers topics such as mathematical results and algorithms for pricing American options, adaptive mesh refinement for European and American options, error estimates, and calibration of volatility.
- Q: What is the publication date of this book? A: The book was published on July 18, 2005.
- Q: What is the condition of the book? A: The book is listed in 'Good' condition.
- Q: How many pages does the book contain? A: The book contains 184 pages.
- Q: What type of binding does this book have? A: The book is available in paperback binding.
- Q: Is this book suitable for beginners in finance? A: While the book provides valuable insights, it is recommended for readers with some background in numerical analysis and finance due to its technical content.
- Q: Does the book include implementation examples? A: Yes, the book includes discussions on the implementation of algorithms in C++ with efficient numerical libraries.
- Q: What is the category of this book? A: The book falls under the category of Economics.