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Derivative securities and difference methods

作者: Youlan Zhu
出版商: New York : Springer, ©2013.
叢書: Springer finance.
版本/格式:   電子書 : 文獻 : 英語 : 2nd ed所有版本和格式的總覽
資料庫: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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類型/形式: Electronic books
資料類型: 文獻, 網際網路資源
文件類型: 網路資源, 電腦資料
所有的作者/貢獻者: Youlan Zhu
ISBN: 9781461473060 1461473063 1461473055 9781461473053
OCLC系統控制編碼: 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.
叢書名: Springer finance.
責任: You-lan Zhu [and others].
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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  再讀一些...

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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 再讀一些...

 
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