Can I read Mathematical Modeling and Methods of Option Pricing on EtoBox?

Mathematical Modeling and Methods of Option Pricing by Lishang Jiang; Canguo Li is a nonfiction available to read on EtoBox.

What is Mathematical Modeling and Methods of Option Pricing about?

<p>from The Unique Perspective Of Partial Differential Equations (pde), This Self-contained Book Presents A Systematic, Advanced Introduction To The Black-scholes-merton's Option Pricing Theory. A Unified Approach Is Used To Model Various Types Of Option Pricing As Pde Problems, To Derive Pricing Formulas As Their Solutions, And To Design Efficient Algorithms From The Numerical Calculation Of Pdes. In Particular, The Qualitative And Quantitative Analysis Of American Option Pricing Is Treated Based On Free Boundary Problems, And The Implied Volatility As An Inverse Problem Is Solved In The Optimal Control Framework Of Parabolic Equations.</p>

Who reads Mathematical Modeling and Methods of Option Pricing?

Author

Lishang Jiang; Canguo Li

Publisher

World Scientific Publishing Company

Published

2005

Language

EN

ISBN

9789812703576

Category

nonfiction

Subjects

Finance, Business, Economics