Numerical Partial Differential Equations in Finance Explained
Karel In 'T Hout
Broschiertes Buch

Numerical Partial Differential Equations in Finance Explained

An Introduction to Computational Finance

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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 financia...