Computational methods for option pricing
Yves Achdou; Olivier Pironneau
| Year of publication: |
2005
|
|---|---|
| Authors: | Achdou, Yves ; Pironneau, Olivier |
| Publisher: |
Philadelphia, Pa. : Society for Industrial and Applied Mathematics |
| Subject: | Optionspreistheorie | Option pricing theory | Computerunterstützung | Computerized method | Theorie | Theory | Numerisches Verfahren | Numerical analysis | Mathematisches Modell | Optionspreis |
| Description of contents: | Table of Contents [gbv.de] ; Table of Contents [loc.gov] ; Description [zbmath.org] |
| Extent: | XVIII, 297 S. graph. Darst. |
|---|---|
| Series: | Frontiers in applied mathematics. - Philadelphia, Pa. : SIAM, ZDB-ID 60123-8. - Vol. 30 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Bibliografie enthalten ; Bibliography included ; Lehrbuch ; Textbook |
| Language: | English |
| Notes: | Includes bibliographical references and index 0507 |
| ISBN: | 0-89871-573-3 ; 978-0-89871-573-6 |
| Classification: | Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt ; Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002705305