Derivative securities and difference methods
Zhu, Youlan Wu, Xiaonan Chern, I-Liang
Derivative securities and difference methods - New York Springer 2004 - xviii,513p. ill. 25 cm. - Springer finance .
Includes bibliographical references (p. [503]-507) and index.
Introduction -- Basic options -- Exotic options -- Interest rate derivative securities -- Basic numerical methods -- Initial-boundary value and LC problems -- Free-boundary problems -- Interest rate modeling. 1. 2. 3. 4. 5. 6. 7. 8.
"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."--BOOK JACKET.
9780387208428
2004045549
969712359 GyFmDB
Derivative securities.
Difference equations.
Instruments dérivés (Finances)
Équations aux différences.
HG6024.A3 / Z497 2004
332.6457 / ZH-D
Derivative securities and difference methods - New York Springer 2004 - xviii,513p. ill. 25 cm. - Springer finance .
Includes bibliographical references (p. [503]-507) and index.
Introduction -- Basic options -- Exotic options -- Interest rate derivative securities -- Basic numerical methods -- Initial-boundary value and LC problems -- Free-boundary problems -- Interest rate modeling. 1. 2. 3. 4. 5. 6. 7. 8.
"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."--BOOK JACKET.
9780387208428
2004045549
969712359 GyFmDB
Derivative securities.
Difference equations.
Instruments dérivés (Finances)
Équations aux différences.
HG6024.A3 / Z497 2004
332.6457 / ZH-D