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Derivative securities and difference methods

著者: Youlan Zhu
出版商: New York : Springer, ©2013.
丛书: Springer finance.
版本/格式:   电子图书 : 文献 : 英语 : 2nd ed查看所有的版本和格式
数据库:WorldCat
提要:
"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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类型/形式: Electronic books
材料类型: 文献, 互联网资源
文件类型: 互联网资源, 计算机文档
所有的著者/提供者: Youlan Zhu
ISBN: 9781461473060 1461473063 1461473055 9781461473053
OCLC号码: 852473050
描述: 1 online resource : illustrations.
内容: 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.
丛书名: Springer finance.
责任: You-lan Zhu [and others].
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摘要:

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  再读一些...

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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 再读一些...

 
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