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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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Zhu, You-lan (Author), Wu, Xiaonan (Author), Chern, I-Liang (Author), Sun, Zhi-zhong (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: New York, NY : Springer New York : Imprint: Springer, 2013.
Edition:2nd ed. 2013.
Series:Springer Finance,
Subjects:
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.
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