Derivative Securities and Difference Methods (Springer Finance)

Name: Derivative Securities and Difference Methods (Springer Finance)
Brand: Springer
SKU: NEW0387208429
Price: 101.64 USD
Availability: InStock
Author: You-lan Zhu
ISBN: 9780387208428

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Book Details

Author: You-lan Zhu
Publisher: Springer
Format: Hardcover
Language: English
Category: Economics
Condition: New
ISBN-13: 9780387208428
ISBN-10: 0387208429

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Product description

ISBN: 0387208429

Author: You-lan Zhu

Condition: New

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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