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The Fitted Finite Volume and Power Penalty Methods for Option Pricing

volume, finite difference and penalty-based algorithms for solving the models and (iii) stability and convergence analysis of the algorithms. It;

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Complete Gde To Option Pricing Formulas

Long-established as a definitive resource by Wall Street professionals, The Complete Guide to Option Pricing Formulas has been revised and;

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PDE and Martingale Methods in Option Pricing

This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. The;

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The Numerical Solution of the American Option Pricing Problem

vast literature on this topic. In The Numerical Solution of the American Option Pricing Problem, Carl Chiarella, Boda Kang and Gunter Meyer;

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Numerical Methods In Finance With C++

with straightforward option pricing on binomial trees, the book gradually progresses towards more advanced topics, including nonlinear solvers;

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Heston Model And Its Extensions In Matlab And C#

Tap into the power of the most popular stochastic volatility model for pricing equity derivatives Since its introduction in 1993, the;

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Mastering Mathematical Finance

with straightforward option pricing on binomial trees, the book gradually progresses towards more advanced topics, including nonlinear solvers;

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Mastering Mathematical Finance

with straightforward option pricing on binomial trees, the book gradually progresses towards more advanced topics, including nonlinear solvers;

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Computational Methods for Option Pricing

focus on numerical algorithms for the fast and accurate pricing of financial derivatives and for the calibration of parameters.Option pricing;

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Nonlinear Option Pricing

regression methods and dual methods for pricing chooser options, Monte Carlo approaches for pricing in the uncertain volatility model and the;

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Pricing Financial Instruments

logical framework for applying the method of finite difference to the pricing of financial derivatives. Detailing the algorithmic and numerical;

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Mathematical Modeling And Methods Of Option Pricing

qualitative and quantitative analysis of American option pricing is treated based on free boundary problems, and the implied volatility as an inverse;

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General Equilibrium Option Pricing Method

This book mainly addresses the general equilibrium asset pricing method in two aspects: option pricing and variance risk premium. First;

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Finite Difference Methods In Financial Engineering

schemes for one-factor and multi-factor options* Early exercise features and approximation using front-fixing, penalty and variational methods;

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Option Volatility & Pricing Workbook: Practicing Advanced Trading Strategies and Techniques

& Pricing has been helping investors better understand the complexities of the option market with his clear and comprehensive explanation of trading;

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Quantitative Methods in Derivatives Pricing

of Computational Finance and has pioneered the application of advanced numerical techniques in pricing and risk analysis in the financial and insurance;

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Stochastic Methods in Economics and Finance

, competitive firm under price uncertainty, the Black-Scholes option pricing theory, optimum consumption and portfolio rules, demand for index bonds;

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Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing

volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. This;

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An Introduction to Exotic Option Pricing

-Scholes option pricing to its limits, the author introduces a powerful formula for pricing a class of multi-asset, multiperiod derivatives. He;

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An Introduction to Exotic Option Pricing

-Scholes option pricing to its limits, the author introduces a powerful formula for pricing a class of multi-asset, multiperiod derivatives. He;

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Stochastic Methods in Asset Pricing

stochastic calculus with jumps and Levy processes. For asset pricing, the book begins with a brief overview of risk preferences and general;

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Stochastic Dominance Option Pricing

pricing paradigm to the prevailing no arbitrage simultaneous equilibrium in the frictionless underlying and option markets. This new methodology;

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Telegraph Processes and Option Pricing

The telegraph process is a useful mathematical model for describing the stochastic motion of a particle that moves with finite speed on the;

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Incompressible Flow and the Finite Element Method

coverage of the prototypical fluid mechanics equation: the advection-diffusion equation. For both this equation and the equations of principal;

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Incompressible Flow And The Finite Element Method

coverage of the prototypical fluid mechanics equation: the advection-diffusion equation. For both this equation and the equations of principal;

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A Market Model For Pricing Inflation Indexed Bonds

standard Brownian motion and a finite number of Poisson processes. A closed-form pricing formula for an European call option on the inflation index;

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Numerical Methods for Elliptic and Parabolic Partial Differential Equations

This text provides an application oriented introduction to the numerical methods for partial differential equations. It covers finite;

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