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Computational methods for option pricing

Computational methods for option pricing (6회 대출)

자료유형
단행본
개인저자
Achdou, Yves. Pironneau, Olivier.
서명 / 저자사항
Computational methods for option pricing / Yves Achdou, Olivier Pironneau.
발행사항
Philadelphia :   Society for Industrial and Applied Mathematics ,   c2005.  
형태사항
xviii, 297 p. : ill. ; 26 cm.
총서사항
Frontiers in applied mathematics
ISBN
0898715733 (pbk.) 9780898715736
서지주기
Includes bibliographical references (p. 287-294) and index.
일반주제명
Options (Finance) -- Prices -- Mathematical models.
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001 000045347751
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008 050325s2005 paua b 001 0 eng
010 ▼a 2005046506
020 ▼a 0898715733 (pbk.)
020 ▼a 9780898715736
035 ▼a (KERIS)REF000011013684
040 ▼a DLC ▼c DLC ▼d YDX ▼d YUS ▼d BAKER ▼d IXA ▼d DLC ▼d 211009
042 ▼a pcc
050 0 0 ▼a HG6024.A3 ▼b A26 2005
082 0 0 ▼a 332.64/53/01519 ▼2 22
090 ▼a 332.6453 ▼b A176c
100 1 ▼a Achdou, Yves.
245 1 0 ▼a Computational methods for option pricing / ▼c Yves Achdou, Olivier Pironneau.
260 ▼a Philadelphia : ▼b Society for Industrial and Applied Mathematics , ▼c c2005.
300 ▼a xviii, 297 p. : ▼b ill. ; ▼c 26 cm.
490 1 ▼a Frontiers in applied mathematics
504 ▼a Includes bibliographical references (p. 287-294) and index.
650 0 ▼a Options (Finance) ▼x Prices ▼x Mathematical models.
700 1 ▼a Pironneau, Olivier.
830 0 ▼a Frontiers in applied mathematics (Unnumbered)
945 ▼a KINS

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 과학도서관/Sci-Info(2층서고)/ 청구기호 332.6453 A176c 등록번호 121146669 도서상태 대출가능 반납예정일 예약 서비스 B M
No. 2 소장처 과학도서관/Sci-Info(2층서고)/ 청구기호 332.6453 A176c 등록번호 121181865 도서상태 대출가능 반납예정일 예약 서비스 B M

컨텐츠정보

목차

  • List of Algorithms
  • Preface
  • Chapter 1: Option Pricing
  • Chapter 2: Black–Scholes Equation. Mathematical Analysis
  • Chapter 3: Finite Differences
  • Chapter 4: The Finite Element Method
  • Chapter 5: Adaptive Mesh Refinement
  • Chapter 6: American Options
  • Chapter 7: Sensitivities and Calibration
  • Chapter 8: Calibration of Local Volatility with European Options
  • Chapter 9: Calibration of Local Volatility with American Options
  • Bibliography
  • Index.

정보제공 : Aladin

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