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220922 ||| eng |
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|a 9781466570344
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| 050 |
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4 |
|a HG6042
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| 100 |
1 |
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|a Guyon, Julien
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| 245 |
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|a Nonlinear option pricing
|c by Julien Guyon and Pierre Henry-Labordere
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| 250 |
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|a First edition
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| 260 |
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|a Boca Raton, FL
|b Taylor and Francis, an imprint of Chapman and Hall/CRC
|c 2014
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| 300 |
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|a 484 pages
|b 110 illustrations
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| 505 |
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|a Includes bibliographical references and index
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| 653 |
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|a Nonlinear pricing / Mathematical models
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| 653 |
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|a Options (Finance) / Prices / Mathematical models / fast
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| 653 |
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|a Tarification non linéaire / Modèles mathématiques
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| 653 |
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|a Business mathematics / fast
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| 653 |
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|a MATHEMATICS / Probability & Statistics / General / bisacsh
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| 653 |
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|a MATHEMATICS / General / bisacsh
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| 653 |
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|a Options (Finances) / Prix / Modèles mathématiques
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| 653 |
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|a Business mathematics / http://id.loc.gov/authorities/subjects/sh85018308
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| 653 |
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|a Options (Finance) / Prices / Mathematical models
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| 653 |
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|a Mathématiques financières
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| 700 |
1 |
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|a Henry-Labordere, Pierre
|e author
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| 710 |
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|a Taylor & Francis
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| 041 |
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|a eng
|2 ISO 639-2
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| 989 |
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|b OREILLY
|a O'Reilly
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| 490 |
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|a Chapman and Hall/CRC financial mathematics series
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| 028 |
5 |
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|a 10.1201/b16332
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| 776 |
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|z 9781466570344
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| 856 |
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|u https://learning.oreilly.com/library/view/~/9781466570337/?ar
|x Verlag
|3 Volltext
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|a 332.64
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|a 510
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|a 519.5
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|a 332
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|a 330
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|a New Tools to Solve Your Option Pricing Problems For nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative research--including Risk magazine's 2013 Quant of the Year--Nonlinear Option Pricing compares various numerical methods for solving high-dimensional nonlinear problems arising in option pricing. Designed for practitioners, it is the first authored book to discuss nonlinear Black-Scholes PDEs and compare the efficiency of many different methods
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