Derivative Securities and Difference Methods

Name: Derivative Securities and Difference Methods
Author: You-lan Zhu

Specificaties

Paperback, 513 blz. | Engels

Springer New York | 0e druk, 2011

ISBN13: 9781441919250

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Juridisch :

Springer New York 0e druk, 2011 9781441919250

Onderdeel van serie Springer Finance

€ 132,99

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Samenvatting

This book studies pricing financial derivatives with a partial differential equation approach. The treatment is mathematically rigorous and covers a variety of topics in finance including forward and futures contracts, the Black-Scholes model, European and American type options, free boundary problems, lookback options, interest rate models, interest rate derivatives, swaps, caps, floors, and collars. Each chapter concludes with exercises.

Specificaties

ISBN13:9781441919250

Taal:Engels

Bindwijze:paperback

Aantal pagina's:513

Uitgever:Springer New York

Hoofdrubriek:Financieel management

Serie:Springer Finance

Inhoudsopgave

Part I - Partial Differential Equations in Finance * Introduction * Basic Options * Exotic Options * Interest Rate Derivative Securities * Part II - Numerical Methods for Derivative Securities * Basic Numerical Methods * Initial-Boundary Value and LC Problems * Free Boundary Problems * Interest Rate Modeling * References * Index