LIBROS DEL AUTOR: sandro calore

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  • Numerical methods in finance
    Sandro Calore
    In this book one- and two-dimensional option prices are computed with the help of two different techniques: one using randomness, the Monte Carlo method and the other based on solving PDEs with finite difference methods. The use of the computer is in this case fundamental, because an important computing power is needed for both methods. The two techniques are implemented with M...
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