Paperback. Pub Date: 2012 Jun Pages: 513 Language: English Publisher: World Publishing Company Derivative Securities and Difference Method (English) aims to provide readers with the use of partial differential equations for derivatives pricing method. In the first part of the book describes the issues involved in the formula; second part describes how to obtain the numerical solution of the European and American derivatives. as well as stock options and interest rate derivatives. Discussion of numerical methods used in the book are the finite difference method. The book also discusses how to determine these relations in partial differential equations. Derivative Securities and Difference Method (English) Another purpose is to provide for engineering computing experience programmers derivatives pricing coding skills. The book includes exercises throughout. can attract student...

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