LEADER 00000cam a2200649Mi 4500 
003    OCoLC 
005    20240129213017.0 
006    m     o  d         
007    cr ||||||||||| 
008    180706t20142013fluab   ob    001 0 eng d 
019    990229528 
020    9781466570344|q(e-book ;|qPDF) 
020    1466570342 
024 7  10.1201/b16332|2doi 
035    (OCoLC)1069706963|z(OCoLC)990229528 
037    TANDF_284218|bIngram Content Group 
040    UWO|beng|erda|cUWO|dOCLCO|dNLE|dYDX|dOCLCF|dOCLCQ|dOCLCO
       |dOCLCQ|dOCLCO|dOCLCL 
049    INap 
082 04 332.64 
082 04 332.64|223 
099    eBook O'Reilly for Public Libraries 
100 1  Guyon, Julien,|eauthor. 
245 10 Nonlinear option pricing /|cby Julien Guyon and Pierre 
       Henry-Labordere.|h[O'Reilly electronic resource] 
250    First edition. 
264  1 Boca Raton, FL :|bTaylor and Francis, an imprint of 
       Chapman and Hall/CRC,|c[2014] 
264  4 |c©2013 
300    1 online resource (484 pages) :|b110 illustrations 
336    text|btxt|2rdacontent 
337    computer|bc|2rdamedia 
338    online resource|bcr|2rdacarrier 
490 1  Chapman and Hall/CRC financial mathematics series 
504    Includes bibliographical references and index. 
505 00 |tChapter 1 Option Pricing in a Nutshell --|tchapter 2 
       Monte Carlo --|tchapter 3 Some Excursions in Option 
       Pricing --|tchapter 4 Nonlinear PDEs: A Bit of Theory --
       |tchapter 5 Examples of Nonlinear Problems in Finance --
       |tchapter 6 Early Exercise Problems --|tchapter 7 Backward
       Stochastic Differential Equations --|tchapter 8 The 
       Uncertain Lapse and Mortality Model --|tchapter 9 The 
       Uncertain Volatility Model --|tchapter 10 McKean Nonlinear
       Stochastic Differential Equations --|tchapter 11 
       Calibration of Local Stochastic Volatility Models to 
       Market /|rSmiles --|tchapter 12 Calibration of Local 
       Correlation Models to Market Smiles --|tchapter 13 Marked 
       Branching Diffusions -- 
520 3  New Tools to Solve Your Option Pricing Problems For 
       nonlinear PDEs encountered in quantitative finance, 
       advanced probabilistic methods are needed to address 
       dimensionality issues. Written by two leaders in 
       quantitative research--including Risk magazine's 2013 
       Quant of the Year--Nonlinear Option Pricing compares 
       various numerical methods for solving high-dimensional 
       nonlinear problems arising in option pricing. Designed for
       practitioners, it is the first authored book to discuss 
       nonlinear Black-Scholes PDEs and compare the efficiency of
       many different methods. 
590    O'Reilly|bO'Reilly Online Learning: Academic/Public 
       Library Edition 
650  0 Business mathematics. 
650  0 Nonlinear pricing|xMathematical models. 
650  0 Options (Finance)|xPrices|xMathematical models. 
650  6 Mathématiques financières. 
650  6 Tarification non linéaire|xModèles mathématiques. 
650  6 Options (Finances)|xPrix|xModèles mathématiques. 
650  7 Business mathematics|2fast 
650  7 Options (Finance)|xPrices|xMathematical models|2fast 
700 1  Henry-Labordere, Pierre,|eauthor. 
710 2  Taylor & Francis. 
776 08 |iPrint version:|z9781466570337(Hardback) 
830  0 Chapman & Hall/CRC financial mathematics series. 
856 40 |uhttps://ezproxy.naperville-lib.org/login?url=https://
       learning.oreilly.com/library/view/~/9781466570337/?ar
       |zAvailable on O'Reilly for Public Libraries 
938    YBP Library Services|bYANK|n15917741 
994    92|bJFN