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)