T�tulo: NUMERICAL PARTIAL DIFFERENTIAL EQUATIONS IN FINANCE EXPLAINED - IN T HOUT
Editor: MacMillan
Fecha de publicaci�n: 2017
Idioma: Ingl�s
ISBN 10: 1137435682
ISBN 13: 9781137435682
Encuadernaci�n: Encuadernaci�n de tapa dura
Estado: New

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Sinopsis

This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs).

The book provides a wealth of examples, and ample numerical experiments are givento illustrate the theory.

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Karel in ’t Hout is Associate Professor in the Department of Mathematics and Computer Science at University of Antwerp, specializing in the analysis and development of numerical methods for time-dependent partial differential equations with applications to finance. He has previously held positions as Visiting Professor at Arizona State University, Visiting Professor at Boise State University and Researcher at Leiden University and University of Auckland. Karel has also spent time in the industry, working as quantitative analyst at ABN Amro, Amsterdam. He holds a PhD in Mathematics from Leiden University.

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