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Understanding Numerical Analysis for Option Pricing
Understanding Numerical Analysis for Option Pricing
Author: B.J Lapeyre, A. Sulem, D Talay
This book provides the mathematical concepts needed to understand the most important algorithms currently used in finance, especially Monte Carlo, finite-difference, and parameter estimation. The authors assume a basic understanding of probability theory and stochastic processes, and option pricing, otherwise the presentation is reasonably self-...  more »
ISBN-13: 9780521621144
ISBN-10: 0521621143
Publication Date: 9/30/2007
Pages: 300
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Publisher: Cambridge University Press
Book Type: Hardcover
Members Wishing: 0
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