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Derivative Securities and Difference Methods

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
Book Format:Hardback
List Price:USD $149.00
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.

Book Details
Pages:647
Detailed Subjects: Mathematics / Differential Equations / General
Business & Economics / Investments & Securities / Derivatives
Physical Dimensions (W X L X H):6.045 x 9.165 x 0.562 Inches
Book Weight:2.565 Pounds

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