| 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 |
|
