Beschreibung
The purpose of this book is to verify whether the Original Heston option pricing model fits in quantitative finance research is the valuation of option derivatives. From the book, reader will get a complete concept of how Alternating Direction Implicit Method is fast and accurate, and can be easily extended to other types of financial derivatives with an Asian-style exercise. This book is very helpful for the researcher of financial mathematics.
Autorenporträt
I am Anusmriti Ghosh. I have completed Msc in Applied Mathematics with CGPA 3.94 (3rd position)out of 4.00 from Khulna University and Bsc in Mathematics from the same university with CGPA 3.67 (8th position)out of 4.00.I passed Secondaryand Higher secondary examination with excellent academic result.
Herstellerkennzeichnung:
OmniScriptum SRL
Str. Armeneasca 28/1, office 1
2012 Chisinau
MD
E-Mail: info@omniscriptum.com
