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Zhu, You-lan

Derivative Securities and Difference Methods

Zhu, You-lan - Derivative Securities and Difference Methods, ebook

144,90€

Ebook, PDF with Adobe DRM
ISBN: 9781461473060
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Table of contents

Part I. Partial Differential Equations in Finance

1. Introduction
You-lan Zhu, Xiaonan Wu, I-Liang Chern, Zhi-zhong Sun

2. European Style Derivatives
You-lan Zhu, Xiaonan Wu, I-Liang Chern, Zhi-zhong Sun

3. American Style Derivatives
You-lan Zhu, Xiaonan Wu, I-Liang Chern, Zhi-zhong Sun

4. Exotic Options
You-lan Zhu, Xiaonan Wu, I-Liang Chern, Zhi-zhong Sun

5. Interest Rate Derivative Securities
You-lan Zhu, Xiaonan Wu, I-Liang Chern, Zhi-zhong Sun

Part II. Numerical Methods for Derivative Securities

6. Basic Numerical Methods
You-lan Zhu, Xiaonan Wu, I-Liang Chern, Zhi-zhong Sun

7. Finite-Difference Methods
You-lan Zhu, Xiaonan Wu, I-Liang Chern, Zhi-zhong Sun

8. Initial-Boundary Value and LC Problems
You-lan Zhu, Xiaonan Wu, I-Liang Chern, Zhi-zhong Sun

9. Free-Boundary Problems
You-lan Zhu, Xiaonan Wu, I-Liang Chern, Zhi-zhong Sun

10. Interest Rate Modeling
You-lan Zhu, Xiaonan Wu, I-Liang Chern, Zhi-zhong Sun

Keywords: Mathematics, Quantitative Finance, Partial Differential Equations, Computational Mathematics and Numerical Analysis, Numerical Analysis, Finance/Investment/Banking

Author(s)
 
 
 
Publisher
Springer
Publication year
2013
Language
en
Edition
2
Series
Springer Finance
Page amount
22 pages
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9781461473060

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