Derivative Securities and Difference Methods

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

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