標(biāo)題: Titlebook: Numerical Partial Differential Equations in Finance Explained; An Introduction to C Karel in ‘t Hout Book 2017 The Editor(s) (if applicable [打印本頁] 作者: 服裝 時間: 2025-3-21 16:52
書目名稱Numerical Partial Differential Equations in Finance Explained影響因子(影響力)
書目名稱Numerical Partial Differential Equations in Finance Explained影響因子(影響力)學(xué)科排名
書目名稱Numerical Partial Differential Equations in Finance Explained網(wǎng)絡(luò)公開度
書目名稱Numerical Partial Differential Equations in Finance Explained網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Numerical Partial Differential Equations in Finance Explained被引頻次
書目名稱Numerical Partial Differential Equations in Finance Explained被引頻次學(xué)科排名
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書目名稱Numerical Partial Differential Equations in Finance Explained年度引用學(xué)科排名
書目名稱Numerical Partial Differential Equations in Finance Explained讀者反饋
書目名稱Numerical Partial Differential Equations in Finance Explained讀者反饋學(xué)科排名
作者: 構(gòu)想 時間: 2025-3-21 21:19
Karel in ’t Houte solved by standard techniques from general topology. As a simple example we mention the problem to construct a unique continuous extension of the Boolean negation from 2 = {0, 1} to the real unit interval [0, 1]. Since 2 is not dense in [0, 1], it is clear that standard techniques from general top作者: nutrients 時間: 2025-3-22 02:51
Karel in ’t Houtgical groups with general topological structures. In particular, uniformities form, the widest natural context where such concepts as uniform continuity of functions, completeness and precompactness can be extended from the metric case. Therefore, it is not surprising that the attention of mathemati作者: Adrenaline 時間: 2025-3-22 06:51 作者: 打火石 時間: 2025-3-22 10:30
Karel in ’t Houtplication allowed the proof of results to which it is an apparently essential pre-requisite, but its availability has shaped the way in which the mathematics which it proves has been formulated. There is no need to carry along the way the impedimenta of accumulated detail when selection of an arbitr作者: 蔓藤圖飾 時間: 2025-3-22 14:59 作者: 機械 時間: 2025-3-22 17:37
Karel in ’t Houtmesh. The identification task is challenging in a distributed-memory setting because connectivity is transitive and the cells composing a sub-mesh may span many processors. The algorithm employs a multi-stage application of the Union-find algorithm and a spatial partitioning scheme to efficiently me作者: 食料 時間: 2025-3-22 23:13 作者: 思想靈活 時間: 2025-3-23 02:30
Karel in ’t Houtf mathematics and computer science?.Includes supplementary m.This book contains papers presented at the Workshop on the Analysis of Large-scale, High-Dimensional, and Multi-Variate Data Using Topology and Statistics, held in Le Barp, France, June 2013. It features the work of some of the most promin作者: pancreas 時間: 2025-3-23 06:22 作者: neutralize 時間: 2025-3-23 11:45
Karel in ’t Houtf mathematics and computer science?.Includes supplementary m.This book contains papers presented at the Workshop on the Analysis of Large-scale, High-Dimensional, and Multi-Variate Data Using Topology and Statistics, held in Le Barp, France, June 2013. It features the work of some of the most promin作者: 遭受 時間: 2025-3-23 17:08 作者: ordain 時間: 2025-3-23 21:08
an outline of both the topological theory and the uniform theory, with an emphasis on the relation between the two. Although I hope that the prospec- tive specialist may find it useful as an introduction it is the non-specialist I have had more in mind in selecting the contents. Thus I have tended 作者: BORE 時間: 2025-3-24 00:25
Spatial Discretization II,e various boundary conditions from Chapter 2. We then discuss nonuniform spatial grids and consider the numerical treatment of nonsmooth initial functions, which are omnipresent in financial applications. The chapter concludes with a useful mixed central/upwind discretization.作者: Compassionate 時間: 2025-3-24 04:00
The Greeks,ion value to changes in the underlying financial variables and parameters. A main use of Greeks is to . an option during its lifetime, that is, to reduce or eliminate risk. In mathematical terms, they are the partial derivatives of the option value with respect to its underlying variables and parame作者: 火海 時間: 2025-3-24 09:45 作者: Fecal-Impaction 時間: 2025-3-24 12:38
Merton Model,after major news events. Already in 1976, Merton [63] proposed to add a jump term to the geometric Brownian motion in order to obtain a better model for the asset price evolution. The jumps are assumed to follow a compound Poisson process, so that they arrive randomly according to a Poisson process 作者: 退潮 時間: 2025-3-24 15:16
Two-Asset Options,k, the price evolution of two assets is given by two geometric Brownian motions that may be correlated to each other. The fair value of a European-style option is then a function of three independent real variables.作者: 恫嚇 時間: 2025-3-24 21:57
rst, basic introduction into the valuation of financial opti.This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). It provides readers with an easily accessible text explaining main concepts, models作者: 牽連 時間: 2025-3-25 01:30 作者: NEG 時間: 2025-3-25 05:33
Merton Model,and their size is random as well compare for example [80]. When a jump occurs, the price of the asset is modelled by multiplying its price at the time instant just before the jump with a given positive random variable ..作者: Painstaking 時間: 2025-3-25 10:34 作者: GRAVE 時間: 2025-3-25 15:13 作者: 猛烈責(zé)罵 時間: 2025-3-25 17:07 作者: 令人不快 時間: 2025-3-25 20:16 作者: badinage 時間: 2025-3-26 03:11 作者: Innovative 時間: 2025-3-26 06:46 作者: cavity 時間: 2025-3-26 11:42 作者: Eulogy 時間: 2025-3-26 12:59 作者: CEDE 時間: 2025-3-26 18:41
? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ??.The target readership includes mathematicians and physicists whose research is related to infinite-dimensional analysis..978-3-319-86080-0978-3-319-57117-1Series ISSN 1439-7382 Series E-ISSN 2196-9922 作者: inscribe 時間: 2025-3-27 00:08
Karel in ’t Houtalable statistics algorithms, scalar and vector field topology, and multi-scale representations. In addition, the book details algorithms that are broadly applicable and can be used by application scientists to glean insight from a wide range of complex data sets..978-3-662-51370-5978-3-662-44900-4Series ISSN 1612-3786 Series E-ISSN 2197-666X 作者: 預(yù)知 時間: 2025-3-27 04:42
Karel in ’t Hout and Visualization (EGPGV), pp. 131–140, April 2011). It contains significant algorithmic improvements over the previous version, improved exploration of key bottlenecks in the algorithm, and improved clarity of presentation.作者: 補角 時間: 2025-3-27 05:54 作者: Valves 時間: 2025-3-27 10:14 作者: Ligament 時間: 2025-3-27 14:44
Karel in ’t Hout and Visualization (EGPGV), pp. 131–140, April 2011). It contains significant algorithmic improvements over the previous version, improved exploration of key bottlenecks in the algorithm, and improved clarity of presentation.作者: heirloom 時間: 2025-3-27 20:39
Karel in ’t Houtalable statistics algorithms, scalar and vector field topology, and multi-scale representations. In addition, the book details algorithms that are broadly applicable and can be used by application scientists to glean insight from a wide range of complex data sets..978-3-662-51370-5978-3-662-44900-4Series ISSN 1612-3786 Series E-ISSN 2197-666X 作者: Obloquy 時間: 2025-3-27 23:42
Karel in ’t Houtcommon context as broad as necessary for these theories and to develop a general approach containing the previously obtained results as special cases—it was probably S. E. Rodabaugh [31] who first stated this problem explicitly.作者: 方舟 時間: 2025-3-28 04:14 作者: GUILE 時間: 2025-3-28 07:32 作者: 單色 時間: 2025-3-28 13:53 作者: majestic 時間: 2025-3-28 16:36
Karel in ‘t HoutEngages the reader with an accessible account of a highly complex mathematical approach commonly applied in financial markets..Provides a first, basic introduction into the valuation of financial opti作者: BRAWL 時間: 2025-3-28 19:14
Spatial Discretization II,e various boundary conditions from Chapter 2. We then discuss nonuniform spatial grids and consider the numerical treatment of nonsmooth initial functions, which are omnipresent in financial applications. The chapter concludes with a useful mixed central/upwind discretization.作者: obeisance 時間: 2025-3-28 23:26
The Greeks,ion value to changes in the underlying financial variables and parameters. A main use of Greeks is to . an option during its lifetime, that is, to reduce or eliminate risk. In mathematical terms, they are the partial derivatives of the option value with respect to its underlying variables and parameters.作者: 針葉 時間: 2025-3-29 05:43
Numerical Study: Time,on of a call option under the Black–Scholes framework. Continuing the numerical example from Chapters 5 and 6, the financial parameter set (1.8) is taken, the spatial domain is truncated to (0, 3.) and Dirichlet conditions (1.5) and (2.5) at the boundaries are chosen.作者: fluffy 時間: 2025-3-29 10:11 作者: 令人作嘔 時間: 2025-3-29 14:18 作者: lymphoma 時間: 2025-3-29 16:16
Partial Differential Equations,As opposed to ordinary differential equations (ODEs), partial differential equations (PDEs) concern functions of multiple independent variables.作者: Morphine 時間: 2025-3-29 22:24
Spatial Discretization I,For the numerical solution of initial-boundary value problems for convection-diffusion-reaction equations (2.1) the . forms a flexible and versatile approach. It is widely employed in practice and is popular in particular in computational finance. The MOL consists of two general, consecutive step.作者: 確認(rèn) 時間: 2025-3-30 00:12
Numerical Study: Space,In this chapter we study by numerical experiments the performance of spatial discretizations introduced in Chapters 3 and 4. Here a call option under the Black–Scholes framework, discussed in Chapter 1, is considered. This forms a prototype for many, more advanced financial applications and the obtained insights are of general importance.作者: guzzle 時間: 2025-3-30 07:05 作者: giggle 時間: 2025-3-30 10:12
Cash-or-Nothing Options,As a first step towards the numerical PDE valuation of more advanced types of financial options, we consider the cash-or-nothing call option, see Chapter 4. This option is relatively simple, but its payoff function has the property that it is discontinuous at the strike, see (4.9).作者: 難聽的聲音 時間: 2025-3-30 15:02
