FREE SHIPPING BOTH WAYS
ON EVERY ORDER!
LIST PRICE:
$79.95

OUR PRICE:
$23.75

You may extend rentals at any time.


Pricing Methods in Quantitative Finance

ISBN: 9781466570337 | 1466570334
Edition: 1st
Format: Hardcover
Publisher: Chapman & Hall
Pub. Date: 12/19/2013

Why Rent from Knetbooks?

Because Knetbooks knows college students. Our rental program is designed to save you time and money. Whether you need a textbook for a semester, quarter or even a summer session, we have an option for you. Simply select a rental period, enter your information and your book will be on its way!

Top 5 reasons to order all your textbooks from Knetbooks:

  • We have the lowest prices on thousands of popular textbooks
  • Free shipping both ways on ALL orders
  • Most orders ship within 48 hours
  • Need your book longer than expected? Extending your rental is simple
  • Our customer support team is always here to help
Collecting many methods that have previously been scattered in the literature, this book presents advanced techniques for solving high-dimensional nonlinear problems. Designed for practitioners, it is one of the first books to discuss nonlinear Black-Scholes partial differential equations (PDEs). The authors explain regression and dual methods for chooser options, the Monte Carlo approach for pricing the uncertain volatility model and the uncertain lapse and mortality model, the Markovian projection/particle method to calibrate local stochastic volatility, hybrid models to market vanilla options, and stochastic representations based on marked branching diffusions.


Please wait while this item is added to your cart...