Financial Engineering with Finite Elements

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9780471486909: Financial Engineering with Finite Elements

The pricing of derivative instruments has always been a highly complex and time-consuming activity. Advances in technology, however, have enabled much quicker and more accurate pricing through mathematical rather than analytical models. In this book, the author bridges the divide between finance and mathematics by applying this proven mathematical technique to the financial markets. Utilising practical examples, the author systematically describes the processes involved in a manner accessible to those without a deep understanding of mathematics.
* Explains little understood techniques that will assist in the accurate more speedy pricing of options
* Centres on the practical application of these useful techniques
* Offers a detailed and comprehensive account of the methods involved and is the first to explore the application of these particular techniques to the financial markets

"Sinopsis" puede pertenecer a otra edición de este libro.

From the Back Cover:

"Topper brings together a powerful set of tools for quantitative modeling in finance.  When confronted with challenging numerical PDE problems, I have more than once been told that the recommended recipes are well known by PDE specialists, although not found in books.  Topper's book is now an exception!Darrel Duffie, Graduate School of Business, Stanford University, USA

"Financial Engineering with Finite Elements is packed with state of the art valuation methods.  Written in a clear and intuitive way makes it a must have for anyone wanting to stay ahead of the game.  The book stands out from the crowd with a lot of information I have never seen published in any other finance book.Espen Gaarder Haug, Trader, J.P. Morgan, New York

"Finite elements have for a long time been a preferred numerical scheme for the solution of differential equations arising in the hard sciences.  Now Jürgen Topper shows us how to apply the technique effectively to solve equations from the financial arena including the pricing of derivatives.  He includes sections on multi-asset options, non-linear equations, exit times and exotics.  A very welcome addition to the literature on numerical analysis in finance."  Paul Wilmott, fund mananger and mathematician, London

"Jürgen Topper fills an important gap in the burgeoning literature on mathematical finance by providing a systematic and accessible description of the Method of Finite Elements and its applications.  Since this important computational technique has a lot of potential in financem the book is very timely.Alexander Lipton, Citadel Investment Group, L.L.C., Chicago

From the Inside Flap:

The pricing of derivative instruments has always been a highly complex and time-consuming activity. Advances in technology, however, have enabled much quicker and more accurate pricing through numerical when analytical solutions are not available.

In this book, the author bridges the divide between finance and mathematics, by applying the finite element method, a proven mathematical technique from engineering and natural sciences, to the financial models. Utilising practical examples and aided by an easy to use computer program, the author systematically describes the processes involved in a manner accessible to those without a deep understanding of mathematics.

This book is a detailed and comprehensive account of the methods involved and is the first to explore the application of these particular techniques to the financial markets.

"Sobre este título" puede pertenecer a otra edición de este libro.

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1.

Topper, Jurgen;Topper, Juergen
Editorial: Somerset, New Jersey, U.S.A.: John Wiley & Sons Inc (2005)
ISBN 10: 0471486906 ISBN 13: 9780471486909
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LINDABOOK
(Taipei, TP, Taiwan)
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Descripción Somerset, New Jersey, U.S.A.: John Wiley & Sons Inc, 2005. Hardcover. Estado de conservación: New. Ship out 1-2 business day,Brand new,US edition, Free tracking number usually 2-4 biz days delivery to worldwide Same shipping fee with US, Canada,Europe country, Australia, item will ship out from either LA or Asia. Nº de ref. de la librería ABE-7797119178

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Juergen Topper
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ISBN 10: 0471486906 ISBN 13: 9780471486909
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Descripción John Wiley and#38; Sons, 2005. HRD. Estado de conservación: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. de la librería FW-9780471486909

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Juergen Topper
Editorial: John Wiley and Sons Ltd, United States (2005)
ISBN 10: 0471486906 ISBN 13: 9780471486909
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The Book Depository
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Descripción John Wiley and Sons Ltd, United States, 2005. Hardback. Estado de conservación: New. 1. Auflage. Language: English . Brand New Book. The pricing of derivative instruments has always been a highly complex and time--consuming activity. Advances in technology, however, have enabled much quicker and more accurate pricing through mathematical rather than analytical models. In this book, the author bridges the divide between finance and mathematics by applying this proven mathematical technique to the financial markets. Utilising practical examples, the author systematically describes the processes involved in a manner accessible to those without a deep understanding of mathematics. Explains little understood techniques that will assist in the accurate more speedy pricing of options Centres on the practical application of these useful techniques Offers a detailed and comprehensive account of the methods involved and is the first to explore the application of these particular techniques to the financial markets. Nº de ref. de la librería AAH9780471486909

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Juergen Topper
Editorial: John Wiley and Sons Ltd, United States (2005)
ISBN 10: 0471486906 ISBN 13: 9780471486909
Nuevos Tapa dura Primera edición Cantidad: 10
Librería
The Book Depository US
(London, Reino Unido)
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[?]

Descripción John Wiley and Sons Ltd, United States, 2005. Hardback. Estado de conservación: New. 1. Auflage. Language: English . Brand New Book. The pricing of derivative instruments has always been a highly complex and time--consuming activity. Advances in technology, however, have enabled much quicker and more accurate pricing through mathematical rather than analytical models. In this book, the author bridges the divide between finance and mathematics by applying this proven mathematical technique to the financial markets. Utilising practical examples, the author systematically describes the processes involved in a manner accessible to those without a deep understanding of mathematics. Explains little understood techniques that will assist in the accurate more speedy pricing of options Centres on the practical application of these useful techniques Offers a detailed and comprehensive account of the methods involved and is the first to explore the application of these particular techniques to the financial markets. Nº de ref. de la librería AAH9780471486909

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Juergen Topper
Editorial: Wiley (2005)
ISBN 10: 0471486906 ISBN 13: 9780471486909
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Descripción Wiley, 2005. Hardcover. Estado de conservación: New. book. Nº de ref. de la librería 0471486906

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Juergen Topper
Editorial: John Wiley and Sons Ltd
ISBN 10: 0471486906 ISBN 13: 9780471486909
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THE SAINT BOOKSTORE
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Descripción John Wiley and Sons Ltd. Hardback. Estado de conservación: new. BRAND NEW, Financial Engineering with Finite Elements, Juergen Topper, The pricing of derivative instruments has always been a highly complex and time--consuming activity. Advances in technology, however, have enabled much quicker and more accurate pricing through mathematical rather than analytical models. In this book, the author bridges the divide between finance and mathematics by applying this proven mathematical technique to the financial markets. Utilising practical examples, the author systematically describes the processes involved in a manner accessible to those without a deep understanding of mathematics. Explains little understood techniques that will assist in the accurate more speedy pricing of options Centres on the practical application of these useful techniques Offers a detailed and comprehensive account of the methods involved and is the first to explore the application of these particular techniques to the financial markets. Nº de ref. de la librería B9780471486909

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Juergen Topper
Editorial: Wiley (2005)
ISBN 10: 0471486906 ISBN 13: 9780471486909
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Ergodebooks
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Descripción Wiley, 2005. Hardcover. Estado de conservación: New. 1. Nº de ref. de la librería DADAX0471486906

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Topper, Juergen
Editorial: Wiley (2005)
ISBN 10: 0471486906 ISBN 13: 9780471486909
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Descripción Wiley, 2005. Hardcover. Estado de conservación: New. Nº de ref. de la librería P110471486906

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JUERGEN TOPPER
ISBN 10: 0471486906 ISBN 13: 9780471486909
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Descripción 2005. Hardback. Estado de conservación: NEW. 9780471486909 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Nº de ref. de la librería HTANDREE0761288

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Juergen Topper
Editorial: Wiley (2005)
ISBN 10: 0471486906 ISBN 13: 9780471486909
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Ergodebooks
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Descripción Wiley, 2005. Hardcover. Estado de conservación: New. Nº de ref. de la librería SONG0471486906

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