Derivative Securities and Difference Methods (Springer Finance)

Zhu, You-lan, Wu, Xiaonan, Chern, I-Liang, Sun, Zhi-zhong

ISBN 10: 1461473055 / ISBN 13: 9781461473053

Editore: Springer, 2013

Riguardo questo articolo

This book explains how to establish appropriate partial differential equation boundary value problems for different sets of derivative products, and analyzes the application of finite differences techniques to a set of stated financial models. Series: Springer Finance. Num Pages: 669 pages, 92 black & white illustrations, biography. BIC Classification: KFFM; PBKJ; PBKS. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 37. Weight in Grams: 1166. . 2013. 2nd ed. 2013. Hardcover. . . . .

Codice articolo V9781461473053

Dati bibliografici

• Titolo: Derivative Securities and Difference Methods (Springer Finance)
• Editore: Springer
• Data di pubblicazione: 2013
• Lingua: Inglese
• ISBN 10: 1461473055
• ISBN 13: 9781461473053
• Rilegatura: Rilegato
• Edizione: seconda edizione
• Condizione: New

Descrizione articolo

Riassunto

This book is mainly devoted to finite difference numerical methods for solving partial differential equations (PDEs) models of pricing a wide variety of financial derivative securities.

Informazioni sull?autore

You-Lan Zhu is a Professor of Mathematics at the University of North Carolina at Charlotte. Xiaonan Wu is a Professor of Mathematics at Hong Kong Baptist University. I-Liang Chern is a Professor of Mathematics at National Taiwan University. Zhi-zhong Sun is a Professor of Mathematics at Southeast University.