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Numerical Partial Differential Equations in Finance Explained : An Introduction to Computational Finance

in 't Hout, Karel

Midlertidig utsolgt

Leveringstid: 14-30 virkedager

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This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). The book provides a wealth of examples, and ample numerical experiments are givento illustrate the theory.

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