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Book Cover
E-book

Title Derivative securities and difference methods / You-lan Zhu [and others]
Edition 2nd ed
Published New York : Springer, ©2013

Copies

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
Analysis finance
investering
investment
banken
banks
wiskunde
mathematics
partial differential equations
numerieke methoden
numerical methods
computerwiskunde
computational mathematics
numerieke wiskunde
numerical mathematics
Mathematics (General)
Wiskunde (algemeen)
Bibliography Includes bibliographical references and index
Notes English
Online resource; title from PDF title page (SpringerLink, viewed July 11, 2013)
Subject Derivative securities.
Difference equations.
BUSINESS & ECONOMICS -- Investments & Securities -- General.
Derivative securities.
Difference equations.
Form Electronic book
Author Zhu, Youlan.
ISBN 9781461473060
1461473063
1461473055
9781461473053