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Numerical Partial Differential Equations in Finance Explained : (Record no. 129427)

MARC details
000 -LEADER
fixed length control field 03526nam a22004693i 4500
001 - CONTROL NUMBER
control field EBC5017864
003 - CONTROL NUMBER IDENTIFIER
control field MiAaPQ
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20240729131419.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
fixed length control field m o d |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr cnu||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 240724s2017 xx o ||||0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781137435699
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 9781137435682
035 ## - SYSTEM CONTROL NUMBER
System control number (MiAaPQ)EBC5017864
035 ## - SYSTEM CONTROL NUMBER
System control number (Au-PeEL)EBL5017864
035 ## - SYSTEM CONTROL NUMBER
System control number (CaPaEBR)ebr11431316
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)1003265149
040 ## - CATALOGING SOURCE
Original cataloging agency MiAaPQ
Language of cataloging eng
Description conventions rda
-- pn
Transcribing agency MiAaPQ
Modifying agency MiAaPQ
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG176.7
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name in 't Hout, Karel.
245 10 - TITLE STATEMENT
Title Numerical Partial Differential Equations in Finance Explained :
Remainder of title An Introduction to Computational Finance.
250 ## - EDITION STATEMENT
Edition statement 1st ed.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture London :
Name of producer, publisher, distributor, manufacturer Palgrave Macmillan UK,
Date of production, publication, distribution, manufacture, or copyright notice 2017.
264 #4 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Date of production, publication, distribution, manufacture, or copyright notice ©2017.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (134 pages)
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term online resource
Carrier type code cr
Source rdacarrier
490 1# - SERIES STATEMENT
Series statement Financial Engineering Explained Series
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Intro -- 1 Financial Option Valuation -- 1.1 Financial Options -- 1.2 The Black-Scholes PDE -- 2 Partial Differential Equations -- 2.1 Convection-Diffusion-Reaction Equations -- 2.2 The Model Equation -- 2.3 Boundary Conditions -- 2.4 Notes and References -- 3 Spatial Discretization I -- 3.1 Method of Lines -- 3.2 Finite Difference Formulas -- 3.3 Stability -- 3.4 Notes and References -- 4 Spatial Discretization II -- 4.1 Boundary Conditions -- 4.2 Nonuniform Grids -- 4.3 Nonsmooth Initial Data -- 4.4 Mixed Central/Upwind Discretization -- 4.5 Notes and References -- 5 Numerical Study: Space -- 5.1 Cell Averaging -- 5.2 Nonuniform Grids -- 5.3 Boundary Conditions -- 6 The Greeks -- 6.1 The Greeks -- 6.2 Numerical Study -- 6.3 Notes and References -- 7 Temporal Discretization -- 7.1 The -Methods -- 7.2 Stability and Convergence -- 7.3 Maximum Norm and Positivity -- 7.4 Notes and References -- 8 Numerical Study: Time -- 8.1 Explicit Method -- 8.2 Implicit Methods -- 8.3 Notes and References -- 9 Cash-or-Nothing Options -- 10 Barrier Options -- 11 American-Style Options -- 11.1 American-Style Options -- 11.2 LCP Solution Methods -- 11.3 Numerical Study -- 11.4 Notes and References -- 12 Merton Model -- 12.1 Merton Model -- 12.2 Spatial Discretization -- 12.3 IMEX Schemes -- 12.4 Numerical Study -- 12.5 Notes and References -- 13 Two-Asset Options -- 13.1 Two-Asset Options -- 13.2 Spatial Discretization -- 13.3 ADI Schemes -- 13.4 Numerical Study -- 13.5 Notes and References -- Appendix A: Wiener Process -- Appendix B: Feynman-Kac Theorem -- Appendix C: Down-and-Out Put Option Value -- Appendix D: Max-of-Two-Assets Call Option Value -- Bibliography -- Index.
588 ## - SOURCE OF DESCRIPTION NOTE
Source of description note Description based on publisher supplied metadata and other sources.
590 ## - LOCAL NOTE (RLIN)
Local note Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Finance.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Financial engineering.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Business mathematics.
655 #4 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name in 't Hout, Karel.
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Print version:
Main entry heading in 't Hout, Karel
Title Numerical Partial Differential Equations in Finance Explained
Place, publisher, and date of publication London : Palgrave Macmillan UK,c2017
International Standard Book Number 9781137435682
797 2# - LOCAL ADDED ENTRY--CORPORATE NAME (RLIN)
Corporate name or jurisdiction name as entry element ProQuest (Firm)
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Financial Engineering Explained Series
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://ebookcentral.proquest.com/lib/orpp/detail.action?docID=5017864">https://ebookcentral.proquest.com/lib/orpp/detail.action?docID=5017864</a>
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