Derivative Securities and Difference Methods
This book is mainly devoted to finite difference numerical methods for solving partial differential equation (PDE) models of pricing a wide variety of financial derivative securities. With this objective, the book is divided into two main parts. In the first part, after an introduction concerning th...
Enregistré dans:
| Auteurs principaux: | , , , |
|---|---|
| Format: | Livre numérique |
| Langue: | Anglais |
| Publié: |
New York, NY :
Springer New York : Imprint: Springer
[20..].
Cham : Springer Nature |
| Édition: | 2nd ed. 2013. |
| Collection: | Springer Finance
|
| Accès en ligne: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Note: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Derivative securities and difference methods, You-lan Zhu, Xiaonan Wu, and I-Liang Chern, New York, Springer, 2004, 1 vol. (xviii-513 p.), Springer finance, 0-387-20842-9, Texte imprimé |
Table des matières:
- 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