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Title Derivative securities and difference methods / You-lan Zhu [and others]
Edition Second edition
Published New York : Springer, ©2013
Online access available from:
Springer eBooks    View Resource Record  


Description 1 online resource : illustrations
Series Springer finance
Springer finance.
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
Summary "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
Bibliography Includes bibliographical references and index
Notes Online resource; title from PDF title page (SpringerLink, viewed July 11, 2013)
Subject Derivative securities.
Difference equations.
Form Electronic book
Author Zhu, Youlan.
LC no. 2013939350
ISBN 1461473055
1461473063 (electronic bk.)
9781461473060 (electronic bk.)