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)
Product Dimensions: 6.1 x 1.2 x 9.2 inches
Amazon Rank: 4569097
Format: PDF Text djvu ebook
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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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I HAVE LOOKED AT IT. IT IS A VERY POORLY HAND COPIED EDITION. I HAVE MANY AND I AM GLAD TO HAVE TH...