4773050
9780898715736
This book is for anyone who wishes to become better acquainted with the modern tools of numerical analysis in finance. Some important aspects of finance modeling are reviewed, involving partial differential equations and numerical algorithms for the fast and accurate pricing of financial derivatives and for the calibration of parameters.Achdou, Yves is the author of 'Computational Methods for Option Pricing' with ISBN 9780898715736 and ISBN 0898715733.
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