LEADER 02761nam  22004335  450 
001 9910255044303321
005 20200704003606.0
010   $a1-137-43569-0
024 7 $a10.1057/978-1-137-43569-9
035   $a(CKB)4100000000586927
035   $a(DE-He213)978-1-137-43569-9
035   $a(MiAaPQ)EBC5017864
035   $a(EXLCZ)994100000000586927
100   $a20170904d2017      u|         0
101 0 $aeng
135   $aurnn|008mamaa
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aNumerical Partial Differential Equations in Finance Explained $eAn Introduction to Computational Finance /$fby Karel in 't Hout
205   $a1st ed. 2017.
210  1$aLondon :$cPalgrave Macmillan UK :$cImprint: Palgrave Macmillan,$d2017.
215   $a1 online resource (XIV, 128 p. 42 illus.) 
225 1 $aFinancial Engineering Explained
311   $a1-137-43568-2 
320   $aIncludes bibliographical references and index.
327   $aChapter1. Financial option valuation.-Chapter2. Partial differential equations -- Chapter3 Spatial discretization I -- Chapter4. Spatial discretization II -- Chapter5. Numerical study: space -- Chapter6. The Greeks -- Chapter7. Temporal discretization -- Chapter8. Numerical study: time -- Chapter9. Cash-or-nothing options -- Chapter10. Barrier options -- Chapter11. American-style options -- Chapter12. Merton model -- Chapter13. Two-asset options.
330   $aThis book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). It provides readers with an easily accessible text explaining main concepts, models, methods and results that arise in this approach. In keeping with the series style, emphasis is placed on intuition as opposed to full rigor, and a relatively basic understanding of mathematics is sufficient. The book provides a wealth of examples, and ample numerical experiments are givento illustrate the theory. The main focus is on one-dimensional financial PDEs, notably the Black-Scholes equation. The book concludes with a detailed discussion of the important step towards two-dimensional PDEs in finance.
410  0$aFinancial Engineering Explained
606   $aFinancial engineering
606   $aFinancial Engineering$3https://scigraph.springernature.com/ontologies/product-market-codes/612020
615  0$aFinancial engineering.
615 14$aFinancial Engineering.
676   $a650.01513
700   $ain 't Hout$b Karel$4aut$4http://id.loc.gov/vocabulary/relators/aut$0998255
906   $aBOOK
912   $a9910255044303321
996   $aNumerical Partial Differential Equations in Finance Explained$92289719
997   $aUNINA