Understanding Numerical Analysis for Option Pricing

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Understanding Numerical Analysis for Option Pricing by Lapeyre, B. J.; Sulem, A.; Talay, D., 9780521621144
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  • ISBN: 9780521621144 | 0521621143
  • Cover: Hardcover
  • Copyright: 3/30/2020

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An introduction to mathematical concepts useful in understanding the algorithms used in finance, especially in option pricing and portfolio management. Concepts are introduced in the context of financial questions and illustrated with examples. The result is a uniform treatment of the subject suitable for students and practitioners in mathematical finance.
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