LEADER 03093oam 2200505 450 001 996418185503316 005 20210415140305.0 010 $a981-15-9558-5 024 7 $a10.1007/978-981-15-9558-5 035 $a(CKB)4100000011528517 035 $a(MiAaPQ)EBC6380831 035 $a(DE-He213)978-981-15-9558-5 035 $a(PPN)269146431 035 $a(EXLCZ)994100000011528517 100 $a20210415d2020 uy 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 14$aThe fitted finite volume and power penalty methods for option pricing /$fSong Wang 205 $a1st ed. 2020. 210 1$aSingapore :$cSpringer,$d[2020] 210 4$d©2020 215 $a1 online resource (VIII, 94 p. 14 illus.) 225 1 $aSpringerBriefs in applied sciences and technology 311 $a981-15-9557-7 327 $a1. Introduction -- 2. European options on one asset -- 3. American options on one asset -- 4. Two-factor option models -- 5. The super-convergent finite volume method for pricing options. 330 $aThis book contains mostly the author?s up-to-date research results in the area. Option pricing has attracted much attention in the past decade from applied mathematicians, statisticians, practitioners and educators. Many partial differential equation-based theoretical models have been developed for valuing various options. These models do not have any practical use unless their solutions can be found. However, most of these models are far too complex to solve analytically and numerical approximations have to be sought in practice. The contents of the book consist of three parts: (i) basic theory of stochastic control and formulation of various option pricing models, (ii) design of finite volume, finite difference and penalty-based algorithms for solving the models and (iii) stability and convergence analysis of the algorithms. It also contains extensive numerical experiments demonstrating how these algorithms perform for practical problems. The theoretical and numerical results demonstrate these algorithms provide efficient, accurate and easy-to-implement numerical tools for financial engineers to price options. This book is appealing to researchers in financial engineering, optimal control and operations research. Financial engineers and practitioners will also find the book helpful in practice. 410 0$aSpringerBriefs in applied sciences and technology. 606 $aOptions (Finance)$xPrices$xMathematical models 606 $aEngineering mathematics 606 $aMathematical optimization 615 0$aOptions (Finance)$xPrices$xMathematical models. 615 0$aEngineering mathematics. 615 0$aMathematical optimization. 676 $a332.63228 700 $aWang$b Song$0974200 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bUtOrBLW 906 $aBOOK 912 $a996418185503316 996 $aFitted Finite Volume and Power Penalty Methods for Option Pricing$92909556 997 $aUNISA LEADER 02775nam 2200577 450 001 9910814358803321 005 20170817195944.0 010 $a90-04-25807-8 024 7 $a10.1163/9789004258075 035 $a(CKB)2550000001128207 035 $a(EBL)1460649 035 $a(OCoLC)860626238 035 $a(SSID)ssj0001004021 035 $a(PQKBManifestationID)11992331 035 $a(PQKBTitleCode)TC0001004021 035 $a(PQKBWorkID)11038739 035 $a(PQKB)11064767 035 $a(MiAaPQ)EBC1460649 035 $a(nllekb)BRILL9789004258075 035 $a(PPN)178905860 035 $a(EXLCZ)992550000001128207 100 $a20130807d2013 uy 0 101 0 $ager 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aPhysica sacra $eWunder, Naturwissenschaft und historischer Schriftsinn zwischen Mittelalter und Fru?her Neuzeit /$fvon Bernd Roling 210 1$aLeiden ;$aBoston :$cBrill,$d2013. 215 $a1 online resource (495 p.) 225 1 $aMittellateinische Studien und Texte ;$v45 300 $aDescription based upon print version of record. 311 $a90-04-25804-3 311 $a1-299-97590-9 320 $aIncludes bibliographical references and index. 327 $aFront Matter -- Einleitung -- Die Eselin Bileams: Erkenntnistheorie und Psychologie -- Das Buch Joshua: Physik und Astronomie -- Die Verwandlung des Nebucadnezar: Medizin -- Der Fisch des Jona: Zoologie -- Schluss: Die Persistenz des historischen Schriftsinns -- Literatur -- Indexes. 330 $aWas it a whale or a shark that devoured Jonah? And how were the walls of Jericho brought down? In his wide-ranging study, Physica Sacra , Bernd Roling shows that the natural sciences and biblical exegesis have not always stood in stark opposition to one another. From the high Middle Ages, Bible commentators such as Albertus Magnus and Alonso Tostado made extensive use of the knowledge available in their times about zoology, medicine and astronomy to explain the wonders of revelation and to defend their historical basis. Even with the advent of modern Biblical criticism and in the age of Enlightenment, as is shown here in detail, their arguments were valid enough to refute critics like Spinoza, Isaac de la Peyrère and Voltaire. 410 0$aMittellateinische Studien und Texte$v45. 606 $aMiracles$xBiblical teaching 606 $aBible and science 615 0$aMiracles$xBiblical teaching. 615 0$aBible and science. 676 $a220.8/509 676 $a220.8509 700 $aRoling$b Bernd$f1972-$0628166 801 0$bNL-LeKB 801 1$bNL-LeKB 906 $aBOOK 912 $a9910814358803321 996 $aPhysica sacra$93963668 997 $aUNINA