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...
Call Number: | Libro Electrónico |
---|---|
Main Authors: | , , , |
Corporate Author: | |
Format: | Electronic eBook |
Language: | Inglés |
Published: |
New York, NY :
Springer New York : Imprint: Springer,
2013.
|
Edition: | 2nd ed. 2013. |
Series: | Springer Finance,
|
Subjects: | |
Online Access: | Texto Completo |
Table of Contents:
- 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.