Búsqueda de LIBROS DEL AUTOR: julien guyon

1 resultados

julien guyon Eliminar filtro Quitar filtros
  • NONLINEAR OPTION PRICING
    ebook
    NONLINEAR OPTION PRICING
    JULIEN GUYON / PIERRE HENRY-LABORDERE
    New Tools to Solve Your Option Pricing ProblemsFor 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 hi ...

    $1,320.00

    Ver detalle