Numerical methods in finance: Pricing options with MATLAB
Language: English
Published by AV Akademikerverlag, 2013
- Softcover
- New
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- Title
- Numerical methods in finance: Pricing options with MATLAB
- Author
- Calore, Sandro
- Publisher
- AV Akademikerverlag
- Publication year
- 2013
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 3639495721
- ISBN 13
- 9783639495720
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 MATLAB and applied to different kinds of options.
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About the Author
Born in 1987, he studied Mathematics at the University of Zürich, getting the Master of Science in 2013.
"About the title" may belong to another edition of this title.
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