Here is a book for anyone who would like to become better acquainted with the modern tools of numerical analysis for several significant computational problems arising in finance. The authors review some important aspects of finance modeling involving partial differential equations and focus on numerical algorithms for the fast and accurate pricing of financial derivatives and for the calibration of parameters. Option pricing has become a technical topic that requires sophisticated numerical methods for robust and fast ...
Read More
Here is a book for anyone who would like to become better acquainted with the modern tools of numerical analysis for several significant computational problems arising in finance. The authors review some important aspects of finance modeling involving partial differential equations and focus on numerical algorithms for the fast and accurate pricing of financial derivatives and for the calibration of parameters. Option pricing has become a technical topic that requires sophisticated numerical methods for robust and fast numerical solutions. This book explores the best numerical algorithms and discusses them in depth, from their mathematical analysis up to their implementation in C with efficient numerical libraries. Much of this information is not available elsewhere. In particular, this is one of the few books that gives detailed coverage of 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 gree.
Read Less
Add this copy of Computational Methods for Option Pricing to cart. $91.96, good condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2005 by Society For Industrial And Applied Mathematics.
Edition:
2005, Society for Industrial and Applied Mathematics (SIAM)
Publisher:
Society for Industrial and Applied Mathematics (SIAM)
Published:
2005
Language:
English
Alibris ID:
17730457777
Shipping Options:
Standard Shipping: $4.67
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
This is an ex-library book and may have the usual library/used-book markings inside. This book has soft covers. Clean from markings. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 700grams, ISBN: 9780898715736.
Add this copy of Computational Methods for Option Pricing: Series Number to cart. $32.28, very good condition, Sold by Brit Books rated 4.0 out of 5 stars, ships from Milton Keynes, BUCKINGHAMSHIRE, UNITED KINGDOM, published 2005 by Society for Industrial and Applied Mathematics.
Edition:
2005, Society for Industrial and Applied Mathematics (SIAM)
Publisher:
Society for Industrial and Applied Mathematics (SIAM)
Published:
07/18/2005
Language:
English
Alibris ID:
18167940895
Shipping Options:
Standard Shipping: $4.67
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Very good. Simply Brit – welcome to our online used book store, where affordability meets great quality. Dive into a world of captivating reads without breaking the bank. We take pride in offering a wide selection of used books, from classics to hidden gems, ensuring there's something for every literary palate. All orders are shipped within 24 hours and our lightning fast-delivery within 48 hours coupled with our prompt customer service ensures a smooth journey from ordering to delivery. Discover the joy of reading with us, your trusted source for affordable books that do not compromise on quality.
Add this copy of Computational Methods for Option Pricing (Frontiers in to cart. $44.33, good condition, Sold by Phatpocket Limited rated 4.0 out of 5 stars, ships from Waltham Abbey, ESSEX, UNITED KINGDOM, published 2005 by Society for Industrial and Applied Mathematics (SIAM).
Edition:
2005, Society for Industrial and Applied Mathematics (SIAM)
Publisher:
Society for Industrial and Applied Mathematics (SIAM)
Published:
2005
Language:
English
Alibris ID:
18251010771
Shipping Options:
Standard Shipping: $4.67
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Good. Ships from UK in 48 hours or less (usually same day). Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. 100% money back guarantee. We are a world class secondhand bookstore based in Hertfordshire, United Kingdom and specialize in high quality textbooks across an enormous variety of subjects. We aim to provide a vast range of textbooks, rare and collectible books at a great price. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. We provide a 100% money back guarantee and are dedicated to providing our customers with the highest standards of service in the bookselling industry.
Add this copy of Computational Methods for Option Pricing to cart. $106.31, new condition, Sold by Booksplease rated 3.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 2005 by Society for Industrial and Applied Mathematics (SIAM).
Edition:
2005, Society for Industrial and Applied Mathematics (SIAM)
Add this copy of Computational Methods for Option Pricing to cart. $22.79, good condition, Sold by ThriftBooks-Dallas rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2005 by Society for Industrial and Applied Mathematic.
Edition:
2005, Society for Industrial and Applied Mathematics (SIAM)
Add this copy of Computational Methods for Option Pricing (Frontiers in to cart. $24.71, good condition, Sold by BooksRun rated 4.0 out of 5 stars, ships from Philadelphia, PA, UNITED STATES, published 2005 by Society for Industrial and Applied Mathematics.
Edition:
2005, Society for Industrial and Applied Mathematics (SIAM)
Add this copy of Computational Methods for Option Pricing (Frontiers in to cart. $123.39, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2005 by Society for Industrial and App.
Edition:
2005, Society for Industrial and Applied Mathematics (SIAM)
