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Derivative securities and difference methods

Autor: Youlan Zhu
Editora: New York : Springer, ©2013.
Séries: Springer finance.
Edição/Formato   e-book : Documento : Inglês : 2nd edVer todas as edições e formatos
Base de Dados:WorldCat
Resumo:
"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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Detalhes

Gênero/Forma: Electronic books
Tipo de Material: Documento, Recurso Internet
Tipo de Documento: Recurso Internet, Arquivo de Computador
Todos os Autores / Contribuintes: Youlan Zhu
ISBN: 9781461473060 1461473063 1461473055 9781461473053
Número OCLC: 852473050
Descrição: 1 online resource : illustrations.
Conteúdos: 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.
Título da Série: Springer finance.
Responsabilidade: You-lan Zhu [and others].
Mais informações:

Resumo:

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  Ler mais...

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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 Ler mais...

 
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