Understanding Numerical Analysis for Option Pricing.

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Lapeyre, Bernard

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ISBN:9780521621144
Editorial: Cambridge University Press
Fecha de la edición:2003
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Nº Pág.:300
Idiomas:Ingles,Inglés

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/ Sistema Financiero
/ Bolsa

A description of the mathematical concepts needed to understand the most important algorithms currently used in finance, especially Monte Carlo, finite-difference, and parameter estimation. A basic understanding of probability theory, option pricing and stochastic processes is assumed, and examples are provided throughout

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