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Derivative securities and difference methods

Autor: Youlan Zhu
Editorial: New York : Springer, ©2013.
Serie: Springer finance.
Edición/Formato:   Libro-e : Documento : Inglés (eng) : 2nd edVer todas las ediciones y todos los formatos
Resumen:
"The aim of the book is to provide readers who have some code writing experience for engineering computations with the skills to develop efficient derivative pricing codes. The book includes exercises throughout and will appeal to students and researchers in quantitative finance as well as practitioners in the financial industry and code developers."--Jacket.
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Detalles

Género/Forma: Electronic books
Formato físico adicional: (OCoLC)853619334
(OCoLC)859157371
Tipo de material: Documento, Recurso en Internet
Tipo de documento Recurso internet, Archivo de computadora
Todos autores / colaboradores: Youlan Zhu
ISBN: 9781461473060 1461473063 1461473055 9781461473053
Número OCLC: 852473050
Descripción: 1 online resource : illustrations.
Contenido: Introduction --
European Style Derivatives --
American Style Derivatives --
Exotic Options --
Interest Rate Derivative Securities --
Basic Numerical Methods --
Finite Difference Methods --
Initial-Boundary Value and LC Problems --
Free-Boundary Problems --
Interest Rate Modeling.
Título de la serie: Springer finance.
Responsabilidad: You-lan Zhu [and others].

Resumen:

This book explains how to establish appropriate partial differential equation boundary value problems for different sets of derivative products, and analyzes the application of finite differences  Leer más

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"It is mainly devoted to finite difference methods, and it is intended for researchers as well as graduate students. It is the most complete and useful book on the subject I have seen. ... Derivative Leer más

 
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