| 000 | 01811pam a22004094a 4500 | ||
|---|---|---|---|
| 001 | 4999021 | ||
| 005 | 20131008125738.0 | ||
| 007 | Hard bound | ||
| 008 | 040302s2004 nyua b 001 0 eng | ||
| 010 | _a 2004045549 | ||
| 016 | 7 |
_a969712359 _2GyFmDB |
|
| 020 | _a9780387208428 | ||
| 035 | _a(OCoLC)ocm54686170 | ||
| 035 | _a(NNC)4999021 | ||
| 040 |
_aDLC _cDLC _dOHX _dMUQ _dOrLoB-B |
||
| 042 | _apcc | ||
| 050 | 0 | 0 |
_aHG6024.A3 _bZ497 2004 |
| 072 | 7 |
_aHG _2lcco |
|
| 082 | 0 | 0 |
_a332.6457 _222 _bZH-D |
| 100 | 1 |
_aZhu, Youlan _932560 |
|
| 100 | 1 |
_aWu, Xiaonan _932561 |
|
| 100 | 1 |
_aChern, I-Liang _932562 |
|
| 245 | 1 | 0 | _aDerivative securities and difference methods |
| 260 |
_aNew York _bSpringer _c2004 |
||
| 300 |
_axviii,513p. _bill. _c25 cm. |
||
| 490 | 1 | _aSpringer finance | |
| 504 | _aIncludes bibliographical references (p. [503]-507) and index. | ||
| 505 | 0 | 0 |
_g1. _tIntroduction -- _g2. _tBasic options -- _g3. _tExotic options -- _g4. _tInterest rate derivative securities -- _g5. _tBasic numerical methods -- _g6. _tInitial-boundary value and LC problems -- _g7. _tFree-boundary problems -- _g8. _tInterest rate modeling. |
| 520 | 1 | _a"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. | |
| 650 | 0 |
_aDerivative securities. _932563 |
|
| 650 | 0 |
_aDifference equations. _932564 |
|
| 650 | 6 |
_aInstruments dérivés (Finances) _932565 |
|
| 650 | 6 |
_aÉquations aux différences. _932566 |
|
| 900 | _bTOC | ||
| 942 |
_2ddc _cBK |
||
| 999 |
_c16075 _d16075 |
||