Wow! eBook
Derivative Securities and Difference Methods
Author(s): You-Lan Zhu (Editor), Xiaonan Wu (Editor), I-Liang Chern (Editor)
- Publisher: Springer
- Publication Date: 15 Jan. 2014
- Language: English
- Print length: 536 pages
- ISBN-10: 1475739397
- ISBN-13: 9781475739398
Book Description
Part I – Partial Differential Equations in Finance * Introduction * Basic Options * Exotic Options * Interest Rate Derivative Securities * Part II – Numerical Methods for Derivative Securities * Basic Numerical Methods * Initial-Boundary Value and LC Problems * Free Boundary Problems * Interest Rate Modeling * References * Index
