wyszukanych pozycji: 3
Computational Methods for Option Pricing
ISBN: 9780898715736 / Angielski / Miękka / 2005 / 297 str. Termin realizacji zamówienia: ok. 22 dni roboczych. This book is a must for becoming better acquainted with the modern tools of numerical analysis for several significant computational problems arising in finance. Important aspects of finance modeling are reviewed, involving partial differential equations and numerical algorithms for the fast and accurate pricing of financial derivatives and the calibration of parameters. The best numerical algorithms are fully explored and discussed, from their mathematical analysis up to their implementation in C]+ with efficient numerical libraries. This is one of the few books that thoroughly covers the...
This book is a must for becoming better acquainted with the modern tools of numerical analysis for several significant computational problems arising ...
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cena:
399,35 zł |
Mean Field Games: Cetraro, Italy 2019
ISBN: 9783030598365 / Angielski / Miękka / 2021 / 310 str. Termin realizacji zamówienia: 20 dni roboczych |
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129,89 zł |
Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications: Cetraro, Italy 2011, Editors: Paola Loreti, Nicoletta Anna Tchou
ISBN: 9783642364327 / Angielski / Miękka / 2013 / 301 str. Termin realizacji zamówienia: ok. 20 dni roboczych. These Lecture Notes contain the material relative to the courses given at the CIME summer school held in Cetraro, Italy from August 29 to September 3, 2011. The topic was Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications. The courses dealt mostly with the following subjects: first order and second order Hamilton-Jacobi-Bellman equations, properties of viscosity solutions, asymptotic behaviors, mean field games, approximation and numerical methods, idempotent analysis. The content of the courses ranged from an introduction to viscosity solutions to quite advanced...
These Lecture Notes contain the material relative to the courses given at the CIME summer school held in Cetraro, Italy from August 29 to September 3,...
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cena:
176,27 zł |