1 option
Derivative securities and difference methods You-lan Zhu [and others]
Springer Nature - Springer Mathematics and Statistics (R0) eBooks 2013 English International Available online
View online- Format:
- Book
- Series:
- Springer finance
- Language:
- English
- Subjects (All):
- Derivative securities.
- Difference equations.
- Finance.
- finance.
- Physical Description:
- 1 online resource
- Edition:
- 2nd ed.
- Place of Publication:
- New York Springer ©2013
- Language Note:
- English
- System Details:
- text file
- Summary:
- "The aim of the book is to provide readers who have some code writing experience for engineering computations with the skills to develop efficient derivative pricing codes. The book includes exercises throughout and will appeal to students and researchers in quantitative finance as well as practitioners in the financial industry and code developers."--Jacket
- 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
- Notes:
- Includes bibliographical references and index
- Online resource; title from PDF title page (SpringerLink, viewed July 11, 2013)
- ISBN:
- 9781461473060
- 1461473063
- 1461473055
- 9781461473053
- OCLC:
- 852473050
- Access Restriction:
- Restricted for use by site license
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