Derivative Securities And Difference Methods (Springer Finance)

 Derivative Securities and Difference Methods (Springer Finance) ebook

By You-lan Zhu | Category: Science and Math books | DMCA

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 coll...

Series: Springer Finance
Hardcover: 536 pages
Publisher: Springer; 2004 edition (August 27, 2004)
Language: English
ISBN-10: 0387208429
ISBN-13: 978-0387208428
Product Dimensions: 6.1 x 1.2 x 9.2 inches
Amazon Rank: 4569097
Format: PDF Text djvu ebook


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reviews:

So far, I have read/bought more than 30 books on Derivatives while studying for a Master's in Fin.Eng. and this book is by far one of the best in terms of introducing someone in a clear and concise manner to how to value and interpret many derivative...

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