ENGLISH

Pricing Financial Instruments: The Finite Difference Method

By Domingo Tavella , Curt Randall

Book information

Publisher
Wiley
Year
2000
ISBN
0471197602, 9780471197607
Language
english
Format
PDF
Filesize
52 MB (54760576 bytes)
Series
Wiley Series in Financial Engineering
Edition
Hardcover
Pages
256\309
Time added
2019-02-22 03:01:13

Description

As financial modelling becomes more complicated and deeply dependent upon mathematics, computational finance has become an increasingly popular discipline. This book covers both theoretical and practical aspects, presenting a quantitative approach to risk management. It encompasses the algorithmic and numerical procedures that form the backbone of modern mathematical finance and the creation of financial products.

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