Mathematical Modeling And Methods Of Option Pricing 在線電子書 圖書標籤: Finance
發表於2024-11-25
Mathematical Modeling And Methods Of Option Pricing 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024
中國人寫的很不錯的書
評分中國人寫的很不錯的書
評分中國人寫的很不錯的書
評分中國人寫的很不錯的書
評分中國人寫的很不錯的書
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 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024