Derivative Securities and Difference Methods |
|
| Author:
| Zhu, You-lan
Wu, Xiaonan
Chern, I-Liang
Sun, Zhi-zhong |
| Series title: | Springer Finance Ser. |
| ISBN: | 978-1-4614-7305-3 |
| Publication Date: | Jul 2013 |
| Publisher: | Springer New York
|
| Imprint: | Springer |
| Book Format: | Hardback |
| List Price: | USD $169.99 |
Book Description:
|
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.
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.