Close
Enter your search into one or more of the boxes below:
You can refine your search by selecting from any of the options below:
Search
Mathematical Modeling And Methods Of Option Pricing
Foyalty 333

Mathematical Modeling And Methods Of Option Pricing (Hardback)

£110.00
Usually despatched in 10+ days.

Synopsis

From the unique perspective of partial differential equations (PDE), this self-contained book presents a systematic, advanced introduction to the Black-Scholes-Merton's option pricing theory.A unified approach is used to model various types of option pricing as PDE problems, to derive pricing formulas as their solutions, and to design efficient algorithms from the numerical calculation of PDEs. In particular, the qualitative and quantitative analysis of American option pricing is treated based on free boundary problems, and the implied volatility as an inverse problem is solved in the optimal control framework of parabolic equations.

More books by Lishang Jiang

Leave Review

Delivery

Delivery Options

All delivery times quoted are the average, and cannot be guaranteed. These should be added to the availability message time, to determine when the goods will arrive. During checkout we will give you a cumulative estimated date for delivery.

Location 1st Book Each additional book Average Delivery Time
UK Standard Delivery FREE FREE 3-5 Days
UK First Class £4.50 £1.00 1-2 Days
UK Courier £7.00 £1.00 1-2 Days
Western Europe** Courier £17.00 £3.00 2-3 Days
Western Europe** Airmail £5.00 £1.50 4-14 Days
USA / Canada Courier £20.00 £3.00 2-4 Days
USA / Canada Airmail £7.00 £3.00 4-14 Days
Rest of World Courier £22.50 £3.00 3-6 Days
Rest of World Airmail £8.00 £3.00 7-21 Days

** Includes Austria, Belgium, Denmark, France, Germany, Greece, Iceland, Irish Republic, Italy, Luxembourg, Netherlands, Portugal, Spain, Sweden and Switzerland.

Delivery Help & FAQs

Returns Information

If you are not completely satisfied with your purchase*, you may return it to us in its original condition with in 30 days of receiving your delivery or collection notification email for a refund. Except for damaged items or delivery issues the cost of return postage is borne by the buyer. Your statutory rights are not affected.

* For Exclusions and terms on damaged or delivery issues see Returns Help & FAQs

You might also like

The Growth of Shadow Banking: A...
(Hardback)
Matthias Thiemann
 
 
£85.00
 
The Economics of Central Banking
(Paperback)
Livio Stracca
 
 
£29.99
 
Austerity: Vintage Minis
(Paperback)
Yanis Varoufakis
 
 
£3.50
 
Dilemmas and Challenges in Islamic...
(Hardback)
Yasushi Suzuki; Mohammad Dulal Miah
 
 
£105.00
 
© W&G Foyle Ltd