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Derivative securities and difference methods

저자: Youlan Zhu
출판사: New York : Springer, ©2013.
시리즈: Springer finance.
판/형식:   전자도서 : 문서 : 영어 : 2nd ed모든 판과 형식 보기
데이터베이스:WorldCat
요약:
"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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장르/형태: Electronic books
자료 유형: 문서, 인터넷 자료
문서 형식: 인터넷 자원, 컴퓨터 파일
모든 저자 / 참여자: Youlan Zhu
ISBN: 9781461473060 1461473063 1461473055 9781461473053
OCLC 번호: 852473050
설명: 1 online resource : illustrations.
내용: 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.
일련 제목: Springer finance.
책임: You-lan Zhu [and others].
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초록:

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  더 읽기…

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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 더 읽기…

 
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