Mathematical Modeling And Methods Of Option Pricing 在线电子书 图书标签: Finance
发表于2024-11-28
Mathematical Modeling And Methods Of Option Pricing 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024
中国人写的很不错的书
评分中国人写的很不错的书
评分中国人写的很不错的书
评分中国人写的很不错的书
评分中国人写的很不错的书
From the unique perspective of partial differential equations (PDE), this self-contained book presents a systematic, advanced introduction to the Black–Scholes–Merton’s option pricing theory. A unified approach is used to model various types of option pricing as PDE problems, to derive pricing formulas as their solutions, and to design efficient algorithms from the numerical calculation of PDEs. In particular, the qualitative and quantitative analysis of American option pricing is treated based on free boundary problems, and the implied volatility as an inverse problem is solved in the optimal control framework of parabolic equations.
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Mathematical Modeling And Methods Of Option Pricing 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024