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The Resource Derivative securities and difference methods

Derivative securities and difference methods

Label
Derivative securities and difference methods
Title
Derivative securities and difference methods
Creator
Subject
Language
eng
Summary
This book deals with determining the prices of financial derivatives using a partial differential equation approach. The first part describes the formulation of the problems (including related free-boundary problems) and derives the closed form solutions if they have been found. The second part discusses how to obtain their numerical solutions efficiently for both European-style and American-style derivatives and for both stock options and interest rate derivatives. The numerical methods discussed are finite-difference methods
http://library.link/vocab/creatorName
  • Zhu, Y-L
  • Wu, X
  • Chern, I-L
Geographic coverage
International
Index
no index present
Language note
English
Literary form
non fiction
Series statement
Springer Finance textbook
http://library.link/vocab/subjectName
derivative financial instrument
Label
Derivative securities and difference methods
Instantiates
Publication
Extent
XVIII, 513 p.
Isbn
9780387208428
Label
Derivative securities and difference methods
Publication
Extent
XVIII, 513 p.
Isbn
9780387208428

Library Locations

    • IBFD Library AmsterdamBorrow it
      Rietlandpark 301, Amsterdam, 1019 DW, NL
      52.3736660 4.9336932
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