Derivative Securities and Difference Methods

Derivative Securities and Difference Methods
Author :
Publisher : Springer Science & Business Media
Total Pages : 536
Release :
ISBN-10 : 0387208429
ISBN-13 : 9780387208428
Rating : 4/5 (29 Downloads)

Book Synopsis Derivative Securities and Difference Methods by : You-lan Zhu

Download or read book Derivative Securities and Difference Methods written by You-lan Zhu and published by Springer Science & Business Media. This book was released on 2004-08-27 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


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