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Nonlinear Option Pricing

Language EnglishEnglish
Book Hardback
Book Nonlinear Option Pricing Pierre-Henry Labordere
Libristo code: 06709693
Publishers Taylor & Francis Inc, January 2014
New Tools to Solve Your Option Pricing Problems For nonlinear PDEs encountered in quantitative fina...
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New Tools to Solve Your Option Pricing Problems For nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative research-i

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About the book

Full name Nonlinear Option Pricing
Author Pierre-Henry Labordere
Language English
Binding Book - Hardback
Date of issue 2014
Number of pages 484
EAN 9781466570337
ISBN 9781466570337
Libristo code 06709693
Publishers Taylor & Francis Inc
Weight 916
Dimensions 164 x 243 x 27

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance
Mathematics & Science > Mathematics > Probability & statistics
Mathematics & Science > Mathematics > Applied mathematics
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