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Derivative Securities and Difference Methods

You-Ian Zhu, Xiaonan Wu, I-Liang Chern, and Zhi-zhong Sun
Publisher: 
Springer
Publication Date: 
2013
Number of Pages: 
647
Format: 
Hardcover
Edition: 
2
Series: 
Springer Finance
Price: 
149.00
ISBN: 
9781461473053
Category: 
Monograph
We do not plan to review this book.

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.