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Derivative securities and difference methods

Autore: Youlan Zhu; et al
Editore: New York : Springer, ©2013.
Serie: Springer finance.
Edizione/Formato:   eBook : Document : English : 2nd edVedi tutte le edizioni e i formati
Banca dati:WorldCat
Sommario:
"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."--BOOK JACKET.
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Genere/forma: Electronic books
Tipo materiale: Document, Risorsa internet
Tipo documento: Internet Resource, Computer File
Tutti gli autori / Collaboratori: Youlan Zhu; et al
ISBN: 9781461473060 1461473063
Numero OCLC: 852473050
Descrizione: 1 online resource : ill.
Contenuti: 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.
Titolo della serie: Springer finance.
Responsabilità: You-lan Zhu...[et al.].

Abstract:

"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."--BOOK JACKET.

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