The Resource Derivative securities and difference methods
Derivative securities and difference methods
Resource Information
The item Derivative securities and difference methods represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in International Bureau of Fiscal Documentation.This item is available to borrow from 1 library branch.
Resource Information
The item Derivative securities and difference methods represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in International Bureau of Fiscal Documentation.
This item is available to borrow from 1 library branch.
- 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
- Language
- eng
- Label
- Derivative securities and difference methods
- Title
- Derivative securities and difference methods
- 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
- Extent
- XVIII, 513 p.
- Isbn
- 9780387208428
- Label
- Derivative securities and difference methods
- Extent
- XVIII, 513 p.
- Isbn
- 9780387208428
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.ibfd.org/portal/Derivative-securities-and-difference/8kOwo9K5KYE/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.ibfd.org/portal/Derivative-securities-and-difference/8kOwo9K5KYE/">Derivative securities and difference methods</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.ibfd.org/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.ibfd.org/">International Bureau of Fiscal Documentation</a></span></span></span></span></div>
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.ibfd.org/portal/Derivative-securities-and-difference/8kOwo9K5KYE/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.ibfd.org/portal/Derivative-securities-and-difference/8kOwo9K5KYE/">Derivative securities and difference methods</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.ibfd.org/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.ibfd.org/">International Bureau of Fiscal Documentation</a></span></span></span></span></div>
