Computational Finance : Numerical Methods for Pricing Financial Instruments, George Levy

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Computational Finance : Numerical Methods for Pricing Financial Instruments, George Levy

Application of Operator Splitting Methods in Finance |... Название: Computational Finance : Numerical Methods for Pricing Financial Instruments, George Levy
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Application of Operator Splitting Methods in Finance |...


Financial derivatives pricing aims to find the fair value of a financial contract on an underlying asset. Here we consider option pricing in the partial ...

Computational Finance : Numerical Methods for Pricing Financial Instruments, George Levy

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References - Springer


Hakansson, N.H. (1992). Welfare Economics of Financial Markets. In: Eatwell, J., Milgate, M., and Newman, P. (eds.), The New Palgrave Dictionary of Money and Finance ...

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  • Computational Finance : Numerical Methods for Pricing Financial Instruments, George Levy

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    Computational Finance : Numerical Methods for Pricing Financial Instruments, George Levy

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