Derivative Securities and Difference Methods

This book is mainly devoted to finite difference numerical methods for solving partial differential equation (PDE) models of pricing a wide variety of financial derivative securities. With this objective, the book is divided into two main parts. In the first part, after an introduction concerning th...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Zhu, You-lan (Autor), Wu, Xiaonan (Autor), Chern, I-Liang (Autor), Sun, Zhi-zhong (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2013.
Edición:2nd ed. 2013.
Colección:Springer Finance,
Temas:
Social sciences > Mathematics.
Differential equations.
Mathematics > Data processing.
Numerical analysis.
Finance.
Mathematics in Business, Economics and Finance.
Differential Equations.
Computational Mathematics and Numerical Analysis.
Numerical Analysis.
Financial Economics.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Introduction
  • European Style Derivatives
  • American Style Derivatives
  • Exotic Options
  • Interest Rate Derivative Securities
  • Basic Numerical Methods
  • Finite Difference Methods
  • Initial-Boundary Value and LC Problems
  • Free-Boundary Problems
  • Interest Rate Modeling.

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