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Derivative securities and difference methods

著者: Youlan Zhu
出版: New York : Springer, ©2013.
シリーズ: Springer finance.
エディション/フォーマット:   電子書籍 : Document : English : 2nd edすべてのエディションとフォーマットを見る
データベース:WorldCat
概要:
"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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ジャンル/形式: Electronic books
資料の種類: Document, インターネット資料
ドキュメントの種類: インターネットリソース, コンピューターファイル
すべての著者/寄与者: Youlan Zhu
ISBN: 9781461473060 1461473063 1461473055 9781461473053
OCLC No.: 852473050
物理形態: 1 online resource : illustrations.
コンテンツ: 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.
シリーズタイトル: Springer finance.
責任者: You-lan Zhu [and others].
その他の情報:

概要:

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  続きを読む

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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 続きを読む

 
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