Derivative Securities And Difference Methods (springer Finance).

Derivative Securities And Difference Methods (springer Finance)

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  • SHUB60372
  • ISBN details

    • ISBN 10: 0387208429
    • ISBN 13: 9780387208428


    Overview

    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.

    Other Details

    • Publisher: Springer
    • Edition: 2004
    • Pages: 536
    • Date Published: 2004
    • Authors: You-lan Zhu, Xiaonan Wu, I-liang Chern