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Derivative securities and difference methods

Autor: Youlan Zhu; et al
Editora: New York : Springer, ©2013.
Séries: Springer finance.
Edição/Formato   e-book : Documento : Inglês : 2nd edVer todas as edições e formatos
Base de Dados:WorldCat
Resumo:
"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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Detalhes

Gênero/Forma: Electronic books
Tipo de Material: Documento, Recurso Internet
Tipo de Documento: Recurso Internet, Arquivo de Computador
Todos os Autores / Contribuintes: Youlan Zhu; et al
ISBN: 9781461473060 1461473063
Número OCLC: 852473050
Descrição: 1 online resource : ill.
Conteúdos: 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 da Série: Springer finance.
Responsabilidade: You-lan Zhu...[et al.].

Resumo:

"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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