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Pricing Financial Instruments – The Finite Difference Method

| March 2, 2014 | 0 Comments
Pricing Financial Instruments – The Finite Difference Method

This book explains how to price derivatives with the finite difference technique. It is aimed at practitioners full of many different examples, such as pricing convertible bonds, American options, Barrier options and Parisian options. It also has a nice introduction to stability analysis using the matrix approach and the fourier approach. The book covers pretty […]

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