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Derivative Securities and Difference Methods (Paperback, Softcover reprint of hardcover 1st ed. 2004) Loot Price: R3,602
Discovery Miles 36 020
Repayment Terms: R338 pm x 12*
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Derivative Securities and Difference Methods (Paperback, Softcover reprint of hardcover 1st ed. 2004): You-Lan Zhu, Xiaonan Wu,...

Derivative Securities and Difference Methods (Paperback, Softcover reprint of hardcover 1st ed. 2004)

You-Lan Zhu, Xiaonan Wu, I-Liang Chern

Series: Springer Finance

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Loot Price R3,602 Discovery Miles 36 020 | Repayment Terms: R338 pm x 12*

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This book studies pricing financial derivatives with a partial differential equation approach. The treatment is mathematically rigorous and covers a variety of topics in finance including forward and futures contracts, the Black-Scholes model, European and American type options, free boundary problems, lookback options, interest rate models, interest rate derivatives, swaps, caps, floors, and collars. Each chapter concludes with exercises.

General

Imprint: Springer-Verlag New York
Country of origin: United States
Series: Springer Finance
Release date: May 2011
First published: 2004
Authors: You-Lan Zhu • Xiaonan Wu • I-Liang Chern
Dimensions: 235 x 155 x 27mm (L x W x T)
Format: Paperback
Pages: 513
Edition: Softcover reprint of hardcover 1st ed. 2004
ISBN-13: 978-1-4419-1925-0
Categories: Books > Business & Economics > Finance & accounting > General
Books > Science & Mathematics > Mathematics > Numerical analysis
Books > Science & Mathematics > Mathematics > Applied mathematics > General
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LSN: 1-4419-1925-2
Barcode: 9781441919250

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