Derivative Securities and Difference Methods - Softcover

Zhu, You-lan; Wu, Xiaonan; Chern, I-Liang

 
9781475739398: Derivative Securities and Difference Methods

Synopsis

Part I - Partial Differential Equations in Finance * Introduction * Basic Options * Exotic Options * Interest Rate Derivative Securities * Part II - Numerical Methods for Derivative Securities * Basic Numerical Methods * Initial-Boundary Value and LC Problems * Free Boundary Problems * Interest Rate Modeling * References * Index

"synopsis" may belong to another edition of this title.

Other Popular Editions of the Same Title