Nonlinear Option Pricing
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Nonlinear Option Pricing
Author | : Julien Guyon,Pierre Henry-Labordere |
Publsiher | : CRC Press |
Total Pages | : 480 |
Release | : 2013-12-19 |
Genre | : Business & Economics |
ISBN | : 9781466570344 |
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New Tools to Solve Your Option Pricing ProblemsFor nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative research-including Risk magazine's 2013 Quant of the Year-Nonlinear Option Pricing compares various numerical methods for solving hi
Nonlinear Models in Mathematical Finance
Author | : Matthias Ehrhardt |
Publsiher | : Nova Science Pub Incorporated |
Total Pages | : 360 |
Release | : 2008 |
Genre | : Mathematics |
ISBN | : 160456931X |
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This book provides an overview on the current state-of-the-art research on non-linear option pricing. Non-linear models are becoming more and more important since they take into account many effects that are not included in the linear model. However, in practice (i.e. in banks) linear models are still used, giving rise to large errors in computing the fair price of options. Hence, there exists a noticeable need for non-linear modelling of financial products. This book will help to foster the usage of non-linear Black-Scholes models in practice.
Nonlinear Models in Option Pricing
Author | : Matthias Ehrhardt |
Publsiher | : Unknown |
Total Pages | : 20 |
Release | : 2008 |
Genre | : Electronic Book |
ISBN | : OCLC:246668270 |
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Nonlinear Valuation and Non Gaussian Risks in Finance
Author | : Dilip B. Madan,Wim Schoutens |
Publsiher | : Cambridge University Press |
Total Pages | : 283 |
Release | : 2022-02-03 |
Genre | : Mathematics |
ISBN | : 9781316518090 |
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Explore how market valuation must abandon linearity to deliver efficient resource allocation.
Analysis Geometry and Modeling in Finance
Author | : Pierre Henry-Labordere |
Publsiher | : CRC Press |
Total Pages | : 403 |
Release | : 2008-09-22 |
Genre | : Business & Economics |
ISBN | : 9781420087000 |
Download Analysis Geometry and Modeling in Finance Book in PDF, Epub and Kindle
Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing is the first book that applies advanced analytical and geometrical methods used in physics and mathematics to the financial field. It even obtains new results when only approximate and partial solutions were previously available.Through the problem of option pricing, th
Advanced Option Pricing Models
Author | : Jeffrey Owen Katz,Donna McCormick |
Publsiher | : McGraw Hill Professional |
Total Pages | : 449 |
Release | : 2005-03-21 |
Genre | : Business & Economics |
ISBN | : 9780071454704 |
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Advanced Option Pricing Models details specific conditions under which current option pricing models fail to provide accurate price estimates and then shows option traders how to construct improved models for better pricing in a wider range of market conditions. Model-building steps cover options pricing under conditional or marginal distributions, using polynomial approximations and “curve fitting,” and compensating for mean reversion. The authors also develop effective prototype models that can be put to immediate use, with real-time examples of the models in action.
An Introduction to Financial Option Valuation
Author | : Desmond J. Higham |
Publsiher | : Cambridge University Press |
Total Pages | : 300 |
Release | : 2004-04-15 |
Genre | : Business & Economics |
ISBN | : 0521547571 |
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A textbook providing an introduction to financial option valuation for undergraduates. Solutions available from [email protected].
Issues in Calculus Mathematical Analysis and Nonlinear Research 2011 Edition
Author | : Anonim |
Publsiher | : ScholarlyEditions |
Total Pages | : 743 |
Release | : 2012-01-09 |
Genre | : Mathematics |
ISBN | : 9781464965319 |
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Issues in Calculus, Mathematical Analysis, and Nonlinear Research: 2011 Edition is a ScholarlyEditions™ eBook that delivers timely, authoritative, and comprehensive information about Calculus, Mathematical Analysis, and Nonlinear Research. The editors have built Issues in Calculus, Mathematical Analysis, and Nonlinear Research: 2011 Edition on the vast information databases of ScholarlyNews.™ You can expect the information about Calculus, Mathematical Analysis, and Nonlinear Research in this eBook to be deeper than what you can access anywhere else, as well as consistently reliable, authoritative, informed, and relevant. The content of Issues in Calculus, Mathematical Analysis, and Nonlinear Research: 2011 Edition has been produced by the world’s leading scientists, engineers, analysts, research institutions, and companies. All of the content is from peer-reviewed sources, and all of it is written, assembled, and edited by the editors at ScholarlyEditions™ and available exclusively from us. You now have a source you can cite with authority, confidence, and credibility. More information is available at http://www.ScholarlyEditions.com/.