عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9781441919250
(Number (ISBN
9781475739381
NATIONAL BIBLIOGRAPHY NUMBER
Number
dltt
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Derivative Securities and Difference Methods
General Material Designation
[Book]
First Statement of Responsibility
by You-lan Zhu, Xiaonan Wu, I-Liang Chern.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
New York, NY :
Name of Publisher, Distributor, etc.
Imprint: Springer,
Date of Publication, Distribution, etc.
2004.
SERIES
Series Title
Springer Finance,
ISSN of Series
1616-0533
CONTENTS NOTE
Text of Note
1 Introduction -- 2 Basic Options -- 3 Exotic Options -- 4 Interest Rate Derivative Securities -- 5 Basic Numerical Methods -- 6 Initial-Boundary Value and LC Problems -- 7 Free-Boundary Problems -- 8 Interest Rate Modeling -- References.
0
SUMMARY OR ABSTRACT
Text of Note
This book is devoted to determining the prices of financial derivatives using a partial differential equation approach. In the first part the authors describe the formulation of the problems (including related free-boundary problems) and derive the closed form solutions if they have been found. The second part discusses how to obtain their numerical solutions efficiently for both European-style and American-style derivatives and for both stock options and interest rate derivatives. The numerical methods discussed are finite-difference methods. The book also discusses how to determine the coefficients in the partial differential equations. 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.
OTHER EDITION IN ANOTHER MEDIUM
International Standard Book Number
9781441919250
PIECE
Title
Springer eBooks
TOPICAL NAME USED AS SUBJECT
Computer science-- Mathematics.
Finance.
Mathematics.
Numerical analysis.
PERSONAL NAME - PRIMARY RESPONSIBILITY
Zhu, You-lan.
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Chern, I-Liang.
Wu, Xiaonan.
CORPORATE BODY NAME - ALTERNATIVE RESPONSIBILITY
SpringerLink (Online service)
ORIGINATING SOURCE
Date of Transaction
20190301080500.0
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
