Derivative Securities and Difference Methods
This book studies pricing financial derivatives with a partial differential equation approach. The treatment is mathematically rigorous and covers a variety of topics in finance including forward and futures contracts, the Black-Scholes model, European and American type options, free boundary problems, lookback options, interest rate models, interest rate derivatives, swaps, caps, floors, and collars. Each chapter concludes with exercises.
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Produktdetails
Weitere Autoren: Wu, Xiaonan / Chern, I-Liang
- ISBN: 978-1-4757-3938-1
- EAN: 9781475739381
- Produktnummer: 37268505
- Verlag: Springer New York
- Sprache: Englisch
- Erscheinungsjahr: 2013
- Seitenangabe: 513 S.
- Plattform: PDF
- Auflage: 2004
7 weitere Werke von You-Lan Zhu:
Difference Methods for Initial-Boundary-Value Problems and Flow Around Bodies
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