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Derivative Securities and Difference Methods
Zhu, You-Lan; Wu, Xiaonan; Chern, I-Liang
€ 173.25
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Description for Derivative Securities and Difference Methods
Paperback. Series: Springer Finance. Num Pages: 531 pages, 14 black & white illustrations, 35 black & white tables, biography. BIC Classification: KFFM; PBW. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 27. Weight in Grams: 816.
In the past three decades, great progress has been made in the theory and prac tice of financial derivative securities. Now huge volumes of financial derivative securities are traded on the market every day. This causes a big demand for experts who know how to price financial derivative securities. This book is designed as a textbook for graduate students in a mathematical finance pro gram and as a reference book for the people who already work in this field. We hope that a person who has studied this book and who knows how to write codes for engineering computation can ... Read more
In the past three decades, great progress has been made in the theory and prac tice of financial derivative securities. Now huge volumes of financial derivative securities are traded on the market every day. This causes a big demand for experts who know how to price financial derivative securities. This book is designed as a textbook for graduate students in a mathematical finance pro gram and as a reference book for the people who already work in this field. We hope that a person who has studied this book and who knows how to write codes for engineering computation can ... Read more
Product Details
Format
Paperback
Publication date
2011
Publisher
Springer-Verlag New York Inc. United States
Number of pages
531
Condition
New
Series
Springer Finance
Number of Pages
513
Place of Publication
New York, NY, United States
ISBN
9781441919250
SKU
V9781441919250
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Derivative Securities and Difference Methods
From the reviews: "This book is mainly devoted to finite difference numerical methods for solving partial differential equations (PDEs) models of pricing a wide variety of financial derivative securities... the book is highly well designed and structured as a textbook for graduate students following a mathematical finance program, which includes Black-Scholes dynamic hedging methodology to price financial ... Read more