- Home
- Mathematics
- General
- Computing Financial Derivatives (A Finite-Difference Approach)
Computing Financial Derivatives (A Finite-Difference Approach)
List Price:
$89.95
| Expected release date is Dec 31st 2030 |
- Availability: Confirm prior to ordering
- Branding: minimum 50 pieces (add’l costs below)
- Check Freight Rates (branded products only)
Branding Options (v), Availability & Lead Times
- 1-Color Imprint: $2.00 ea.
- Promo-Page Insert: $2.50 ea. (full-color printed, single-sided page)
- Belly-Band Wrap: $2.50 ea. (full-color printed)
- Set-Up Charge: $45 per decoration
- Availability: Product availability changes daily, so please confirm your quantity is available prior to placing an order.
- Branded Products: allow 10 business days from proof approval for production. Branding options may be limited or unavailable based on product design or cover artwork.
- Unbranded Products: allow 3-5 business days for shipping. All Unbranded items receive FREE ground shipping in the US. Inquire for international shipping.
- RETURNS/CANCELLATIONS: All orders, branded or unbranded, are NON-CANCELLABLE and NON-RETURNABLE once a purchase order has been received.
Product Details
Author:
Sweta Rout-Hoolash, Choi-Hong Lai, Nageena K Frost
Format:
Hardcover
Pages:
268
Publisher:
CRC Press (December 31, 2030)
Release Date:
December 31, 2030
Language:
English
Audience:
Professional and scholarly
ISBN-13:
9781420082647
Dimensions:
6.125" x 9.1875"
File:
TAYLORFRANCIS-TayFran_250313052437186-20250313.xml
Folder:
TAYLORFRANCIS
List Price:
$89.95
Country of Origin:
United States
Pub Discount:
30
Series:
Chapman & Hall/CRC Numerical Analysis and Scientific Computing Series
As low as:
$85.45
Publisher Identifier:
P-CRC
Discount Code:
H
Imprint:
Chapman and Hall/CRC
Weight:
18oz
Overview
From basic to exotic options, this volume describes accurate and efficient numerical solutions to the options pricing problem. It presents state-of-the-art developments in option pricing along with discretization techniques, numerical algorithms, distributed algorithms, and practical applications of these methods to real-world examples. The book offers a detailed description of mathematical modeling as well as a focus on implementation and results. Additional topics covered include Cartesian meshes, non-uniform time-stepping routines, and semi-Lagrangian time integration schemes.
