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Titlebook: Numerical Partial Differential Equations in Finance Explained; An Introduction to C Karel in ‘t Hout Book 2017 The Editor(s) (if applicable

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樓主
發(fā)表于 2025-3-21 16:52:19 | 只看該作者 |倒序瀏覽 |閱讀模式
書目名稱Numerical Partial Differential Equations in Finance Explained
副標題An Introduction to C
編輯Karel in ‘t Hout
視頻videohttp://file.papertrans.cn/670/669155/669155.mp4
概述Engages the reader with an accessible account of a highly complex mathematical approach commonly applied in financial markets..Provides a first, basic introduction into the valuation of financial opti
叢書名稱Financial Engineering Explained
圖書封面Titlebook: Numerical Partial Differential Equations in Finance Explained; An Introduction to C Karel in ‘t Hout Book 2017 The Editor(s) (if applicable
描述.This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). It provides readers with an easily accessible text explaining main concepts, models, methods and results that arise in this approach.? In keeping with the series style, emphasis is placed on intuition as opposed to full rigor, and a relatively basic understanding of mathematics is sufficient. ..The book provides a wealth of examples, and ample numerical experiments are givento illustrate the theory. The main focus is on one-dimensional financial PDEs, notably the Black-Scholes equation. The book concludes with a detailed discussion of the important step towards two-dimensional PDEs in finance..
出版日期Book 2017
關鍵詞Financial Engineering; Computational Finance; Partial Differential; Derivative Valuation; Finance Mathem
版次1
doihttps://doi.org/10.1057/978-1-137-43569-9
isbn_softcover978-1-349-95381-3
isbn_ebook978-1-137-43569-9
copyrightThe Editor(s) (if applicable) and The Author(s) 2017
The information of publication is updating

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沙發(fā)
發(fā)表于 2025-3-21 21:19:55 | 只看該作者
Karel in ’t Houte solved by standard techniques from general topology. As a simple example we mention the problem to construct a unique continuous extension of the Boolean negation from 2 = {0, 1} to the real unit interval [0, 1]. Since 2 is not dense in [0, 1], it is clear that standard techniques from general top
板凳
發(fā)表于 2025-3-22 02:51:28 | 只看該作者
Karel in ’t Houtgical groups with general topological structures. In particular, uniformities form, the widest natural context where such concepts as uniform continuity of functions, completeness and precompactness can be extended from the metric case. Therefore, it is not surprising that the attention of mathemati
地板
發(fā)表于 2025-3-22 06:51:59 | 只看該作者
5#
發(fā)表于 2025-3-22 10:30:04 | 只看該作者
Karel in ’t Houtplication allowed the proof of results to which it is an apparently essential pre-requisite, but its availability has shaped the way in which the mathematics which it proves has been formulated. There is no need to carry along the way the impedimenta of accumulated detail when selection of an arbitr
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發(fā)表于 2025-3-22 14:59:37 | 只看該作者
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發(fā)表于 2025-3-22 17:37:48 | 只看該作者
Karel in ’t Houtmesh. The identification task is challenging in a distributed-memory setting because connectivity is transitive and the cells composing a sub-mesh may span many processors. The algorithm employs a multi-stage application of the Union-find algorithm and a spatial partitioning scheme to efficiently me
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發(fā)表于 2025-3-22 23:13:34 | 只看該作者
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發(fā)表于 2025-3-23 02:30:33 | 只看該作者
Karel in ’t Houtf mathematics and computer science?.Includes supplementary m.This book contains papers presented at the Workshop on the Analysis of Large-scale, High-Dimensional, and Multi-Variate Data Using Topology and Statistics, held in Le Barp, France, June 2013. It features the work of some of the most promin
10#
發(fā)表于 2025-3-23 06:22:12 | 只看該作者
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