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丛 书 名:Frontiers in applied mathematics
I S B N:(纸本) 9780898715736
出 版 社:Society for Industrial and Applied Mathematics
出 版 年:2005年
页 数:xviii, 297 p. :页
学科分类:12[管理学] 02[经济学] 0202[经济学-应用经济学] 120204[管理学-技术经济及管理] 1202[管理学-工商管理] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 020204[经济学-金融学(含∶保险学)]
馆 藏 号:201732616...
摘 要:Here is a book for anyone who would like to become better acquainted with the modern tools of numerical analysis for several significant computational problems arising in finance. The authors review some important aspects of finance modeling involving partial differential equations and focus on numerical algorithms for the fast and accurate pricing of financial derivatives and for the calibration of parameters.