skip to content
Derivative securities and difference methods Preview this item
ClosePreview this item
Checking...

Derivative securities and difference methods

Author: Youlan Zhu; I-Liang Chern; Xiaonan Wu
Publisher: New York [u.a.] : Springer, 2013.
Series: Springer finance : textbook
Edition/Format:   Print book : English : 2. AuflView all editions and formats
Publication:Derivative Securities and Difference Methods.
Database:WorldCat
Summary:

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  Read more...

Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

 

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Document Type: Book
All Authors / Contributors: Youlan Zhu; I-Liang Chern; Xiaonan Wu
ISBN: 9781461473053 1461473055 9781461473060 1461473063
ISSN:1616-0533
OCLC Number: 859376993
In: Zhu, You-lan
Description: XXII, 647 S. : graph. Darst.
Contents: 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.
Series Title: Springer finance : textbook
Responsibility: You-lan Zhu, Xiaonan Wu, I-Liang Chern, Zhi-zhong Sun.

Reviews

Editorial reviews

Publisher Synopsis

"It is mainly devoted to finite difference methods, and it is intended for researchers as well as graduate students. It is the most complete and useful book on the subject I have seen. ... Derivative Read more...

 
User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/859376993> # Derivative securities and difference methods
    a schema:Book, schema:PublicationVolume, schema:CreativeWork ;
   library:oclcnum "859376993" ;
   library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/899853#Place/new_york_u_a> ; # New York u.a.
   schema:about <http://id.loc.gov/authorities/subjects/sh2009123216> ; # Derivative securities--Mathematical models
   schema:about <http://experiment.worldcat.org/entity/work/data/899853#Topic/derivativos> ; # Derivativos
   schema:about <http://experiment.worldcat.org/entity/work/data/899853#Topic/equations_aux_differences> ; # Équations aux différences
   schema:about <http://experiment.worldcat.org/entity/work/data/899853#Topic/differentievergelijkingen> ; # Differentievergelijkingen
   schema:about <http://id.worldcat.org/fast/891026> ; # Derivative securities--Mathematical models
   schema:about <http://experiment.worldcat.org/entity/work/data/899853#Topic/instruments_derives_finances> ; # Instruments dérivés (Finances)
   schema:about <http://experiment.worldcat.org/entity/work/data/899853#Topic/matematica_aplicada> ; # Matemática aplicada
   schema:about <http://experiment.worldcat.org/entity/work/data/899853#Topic/derivat_wertpapier> ; # Derivat (Wertpapier)
   schema:about <http://experiment.worldcat.org/entity/work/data/899853#Topic/differenzengleichung> ; # Differenzengleichung
   schema:about <http://experiment.worldcat.org/entity/work/data/899853#Topic/opcoes_financeiras> ; # Opções financeiras
   schema:about <http://experiment.worldcat.org/entity/work/data/899853#Topic/partielle_differentialgleichung> ; # Partielle Differentialgleichung
   schema:about <http://experiment.worldcat.org/entity/work/data/899853#Topic/sicherheit> ; # Sicherheit
   schema:about <http://experiment.worldcat.org/entity/work/data/899853#Topic/optionspreistheorie> ; # Optionspreistheorie
   schema:about <http://dewey.info/class/332.6457/e22/> ;
   schema:about <http://experiment.worldcat.org/entity/work/data/899853#Topic/partiele_differentiaalvergelijkingen> ; # Partiële differentiaalvergelijkingen
   schema:about <http://experiment.worldcat.org/entity/work/data/899853#Topic/derivaten_financien> ; # Derivaten (financiën)
   schema:about <http://experiment.worldcat.org/entity/work/data/899853#Topic/financas> ; # Finanças
   schema:bookEdition "2. Aufl." ;
   schema:bookFormat bgn:PrintBook ;
   schema:contributor <http://viaf.org/viaf/247258566> ; # I-Liang Chern
   schema:contributor <http://viaf.org/viaf/233758328> ; # Xiaonan Wu
   schema:creator <http://viaf.org/viaf/76943994> ; # Youlan Zhu
   schema:datePublished "2013" ;
   schema:exampleOfWork <http://worldcat.org/entity/work/id/899853> ;
   schema:inLanguage "en" ;
   schema:isPartOf <http://experiment.worldcat.org/entity/work/data/899853#Series/springer_finance_textbook> ; # Springer finance : textbook
   schema:isPartOf <http://worldcat.org/issn/1616-0533> ;
   schema:name "Derivative securities and difference methods" ;
   schema:productID "859376993" ;
   schema:publication <http://www.worldcat.org/title/-/oclc/859376993#PublicationEvent/new_york_u_a_springer_2013> ;
   schema:publisher <http://experiment.worldcat.org/entity/work/data/899853#Agent/springer> ; # Springer
   schema:workExample <http://worldcat.org/isbn/9781461473053> ;
   schema:workExample <http://worldcat.org/isbn/9781461473060> ;
   wdrs:describedby <http://www.worldcat.org/title/-/oclc/859376993> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/899853#Series/springer_finance_textbook> # Springer finance : textbook
    a bgn:PublicationSeries ;
   schema:hasPart <http://www.worldcat.org/oclc/859376993> ; # Derivative securities and difference methods
   schema:name "Springer finance : textbook" ;
    .

<http://experiment.worldcat.org/entity/work/data/899853#Topic/derivat_wertpapier> # Derivat (Wertpapier)
    a schema:Intangible ;
   schema:name "Derivat (Wertpapier)" ;
    .

<http://experiment.worldcat.org/entity/work/data/899853#Topic/derivaten_financien> # Derivaten (financiën)
    a schema:Intangible ;
   schema:name "Derivaten (financiën)" ;
    .

<http://experiment.worldcat.org/entity/work/data/899853#Topic/differentievergelijkingen> # Differentievergelijkingen
    a schema:Intangible ;
   schema:name "Differentievergelijkingen" ;
    .

<http://experiment.worldcat.org/entity/work/data/899853#Topic/differenzengleichung> # Differenzengleichung
    a schema:Intangible ;
   schema:name "Differenzengleichung" ;
    .

<http://experiment.worldcat.org/entity/work/data/899853#Topic/equations_aux_differences> # Équations aux différences
    a schema:Intangible ;
   schema:name "Équations aux différences" ;
    .

<http://experiment.worldcat.org/entity/work/data/899853#Topic/instruments_derives_finances> # Instruments dérivés (Finances)
    a schema:Intangible ;
   schema:name "Instruments dérivés (Finances)" ;
    .

<http://experiment.worldcat.org/entity/work/data/899853#Topic/matematica_aplicada> # Matemática aplicada
    a schema:Intangible ;
   schema:name "Matemática aplicada" ;
    .

<http://experiment.worldcat.org/entity/work/data/899853#Topic/opcoes_financeiras> # Opções financeiras
    a schema:Intangible ;
   schema:name "Opções financeiras" ;
    .

<http://experiment.worldcat.org/entity/work/data/899853#Topic/optionspreistheorie> # Optionspreistheorie
    a schema:Intangible ;
   schema:name "Optionspreistheorie" ;
    .

<http://experiment.worldcat.org/entity/work/data/899853#Topic/partiele_differentiaalvergelijkingen> # Partiële differentiaalvergelijkingen
    a schema:Intangible ;
   schema:name "Partiële differentiaalvergelijkingen" ;
    .

<http://experiment.worldcat.org/entity/work/data/899853#Topic/partielle_differentialgleichung> # Partielle Differentialgleichung
    a schema:Intangible ;
   schema:name "Partielle Differentialgleichung" ;
    .

<http://id.loc.gov/authorities/subjects/sh2009123216> # Derivative securities--Mathematical models
    a schema:Intangible ;
   schema:name "Derivative securities--Mathematical models" ;
    .

<http://id.worldcat.org/fast/891026> # Derivative securities--Mathematical models
    a schema:Intangible ;
   schema:name "Derivative securities--Mathematical models" ;
    .

<http://viaf.org/viaf/233758328> # Xiaonan Wu
    a schema:Person ;
   schema:familyName "Wu" ;
   schema:givenName "Xiaonan" ;
   schema:name "Xiaonan Wu" ;
   schema:sameAs <http://d-nb.info/gnd/158151305> ;
    .

<http://viaf.org/viaf/247258566> # I-Liang Chern
    a schema:Person ;
   schema:familyName "Chern" ;
   schema:givenName "I-Liang" ;
   schema:name "I-Liang Chern" ;
   schema:sameAs <http://d-nb.info/gnd/158151313> ;
    .

<http://viaf.org/viaf/76943994> # Youlan Zhu
    a schema:Person ;
   schema:birthDate "1940" ;
   schema:familyName "Zhu" ;
   schema:givenName "Youlan" ;
   schema:name "Youlan Zhu" ;
   schema:sameAs <http://d-nb.info/gnd/111523575> ;
    .

<http://worldcat.org/isbn/9781461473053>
    a schema:ProductModel ;
   schema:isbn "1461473055" ;
   schema:isbn "9781461473053" ;
    .

<http://worldcat.org/isbn/9781461473060>
    a schema:ProductModel ;
   schema:isbn "1461473063" ;
   schema:isbn "9781461473060" ;
    .

<http://worldcat.org/issn/1616-0533>
    a schema:Periodical ;
   schema:issn "1616-0533" ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.