Research Catalog

Computational methods for option pricing

Title
Computational methods for option pricing / Yves Achdou, Olivier Pironneau.
Author
Achdou, Yves.
Publication
Philadelphia : Society for Industrial and Applied Mathematics, c2005.

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Details

Additional Authors
Pironneau, Olivier.
Description
xviii, 297 p. : ill.; 26 cm.
Series Statement
Frontiers in applied mathematics
Uniform Title
Frontiers in applied mathematics (Unnumbered)
Subject
Options (Finance) > Prices > Mathematical models
Bibliography (note)
  • Includes bibliographical references (p. 287-294) and index.
Call Number
JSF 05-785
ISBN
0898715733 (pbk.)
LCCN
2005046506
OCLC
58791132
Author
Achdou, Yves.
Title
Computational methods for option pricing / Yves Achdou, Olivier Pironneau.
Imprint
Philadelphia : Society for Industrial and Applied Mathematics, c2005.
Series
Frontiers in applied mathematics
Frontiers in applied mathematics (Unnumbered)
Bibliography
Includes bibliographical references (p. 287-294) and index.
Added Author
Pironneau, Olivier.
Research Call Number
JSF 05-785
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