Zhu, You-lan
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
Nyckelord: Mathematics, Quantitative Finance, Partial Differential Equations, Computational Mathematics and Numerical Analysis, Numerical Analysis, Finance/Investment/Banking
- Författare
- Zhu, You-lan
- Wu, Xiaonan
- Chern, I-Liang
- Sun, Zhi-zhong
- Utgivare
- Springer
- Utgivningsår
- 2013
- Språk
- en
- Utgåva
- 2
- Serie
- Springer Finance
- Sidantal
- 22 sidor
- Kategori
- Naturvetenskaper
- Format
- E-bok
- eISBN (PDF)
- 9781461473060