Derivative Securities and Difference Methods

• Κύριοι συγγραφείς: Zhu, You-lan (Συγγραφέας), Wu, Xiaonan (Συγγραφέας), Chern, I-Liang (Συγγραφέας), Sun, Zhi-zhong (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York : Imprint: Springer, 2013.
• Έκδοση: 2nd ed. 2013.
• Σειρά: Springer Finance,
• Θέματα: Mathematics.; Finance.; Partial differential equations.; Economics, Mathematical.; Computer mathematics.; Numerical analysis.; Quantitative Finance.; Partial Differential Equations.; Computational Mathematics and Numerical Analysis.; Numerical Analysis.; Finance, general.

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...

Πίνακας περιεχομένων:

• 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.