Written by two leaders in quantitative research, this book compares various numerical methods for solving high-dimensional nonlinear problems arising in option pricing. Designed for practitioners, it is the first authored book to discuss nonlinear Black-Scholes PDEs and compare the efficiency of many different methods, including novel techniques for pricing options, calibrating models, and more. The book helps quants develop both their analytical and numerical expertise, building intuition through numerous real-world ...
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Written by two leaders in quantitative research, this book compares various numerical methods for solving high-dimensional nonlinear problems arising in option pricing. Designed for practitioners, it is the first authored book to discuss nonlinear Black-Scholes PDEs and compare the efficiency of many different methods, including novel techniques for pricing options, calibrating models, and more. The book helps quants develop both their analytical and numerical expertise, building intuition through numerous real-world examples of numerical implementation.
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Add this copy of Nonlinear Option Pricing to cart. $61.80, new condition, Sold by Booksplease rated 3.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 2024 by CRC Press.
Add this copy of Nonlinear Option Pricing to cart. $67.36, new condition, Sold by GreatBookPricesUK5 rated 4.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2024 by CRC Press.
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New. Trade paperback (US). Glued binding. 484 p. Contains: Illustrations, black & white. Chapman and Hall/CRC Financial Mathematics. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Nonlinear Option Pricing to cart. $78.79, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2024 by CRC Press.
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New. Trade paperback (US). Glued binding. 484 p. Contains: Illustrations, black & white. Chapman and Hall/CRC Financial Mathematics. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Nonlinear Option Pricing to cart. $104.10, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2024 by CRC Press.
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Fine. Trade paperback (US). Glued binding. 484 p. Contains: Illustrations, black & white. Chapman and Hall/CRC Financial Mathematics. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Nonlinear Option Pricing (Chapman and Hall/Crc to cart. $104.11, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2024 by Chapman and Hall/CRC.
Add this copy of Nonlinear Option Pricing to cart. $113.48, like new condition, Sold by GreatBookPricesUK5 rated 4.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2024 by CRC Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Fine. Trade paperback (US). Glued binding. 484 p. Contains: Illustrations, black & white. Chapman and Hall/CRC Financial Mathematics. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
