[PDF.35et] Derivative Securities and Difference Methods (Springer Finance)

Derivative Securities and Difference Methods (Springer Finance)

[PDF.jg82] Derivative Securities and Difference Methods (Springer Finance)

Derivative Securities and Difference  You-lan Zhu, Xiaonan Wu, I-Liang Chern epub
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 | #3637426 in Books |  2004-08-27 | Original language:English | PDF # 1 |  9.21 x1.19 x6.14l,1.89 | File type: PDF | 536 pages

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||5 of 5 people found the following review helpful.| Well Done|By Michel Trudelle|This is a GREAT book... if you are looking for treatment of "options pricing" from 2 specific perspectives.

In the first half of the book, the authors tackle the pricing issue using PDEs only, paying little attention to the Martingale approach. The treatment is VERY detailed, starting with the Ito Lemma (one dimension and n-state variable| |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

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.

You easily download any file type for your device.Derivative Securities and Difference Methods (Springer Finance)   |  You-lan Zhu, Xiaonan Wu, I-Liang Chern. Just read it with an open mind because none of us really know.

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