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Derivative securities and difference methods

Autore: Youlan Zhu
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."--Jacket.
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Dettagli

Genere/forma: Electronic books
Tipo materiale: Document, Risorsa internet
Tipo documento: Internet Resource, Computer File
Tutti gli autori / Collaboratori: Youlan Zhu
ISBN: 9781461473060 1461473063 1461473055 9781461473053
Numero OCLC: 852473050
Descrizione: 1 online resource : illustrations.
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 [and others].
Maggiori informazioni:

Abstract:

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  Per saperne di più…

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From the reviews: "This book is mainly devoted to finite difference numerical methods for solving partial differential equations (PDEs) models of pricing a wide variety of financial derivative Per saperne di più…

 
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