LIBROS DEL AUTOR: you lan zhu

6 resultados para LIBROS DEL AUTOR: you lan zhu

  • Derivative Securities and Difference Methods
    I-Liang Chern / Xiaonan Wu / You-lan Zhu
    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. With this objective, the book is divided into two main parts.In the first part, after an introduction concerning the basics on derivative securities, the authors explain how to establish the ade...
    Disponible

    180,08 €

  • Difference Methods for Initial-Boundary-Value Problems and Flow Around Bodies
    Bing-mu Chen / Xi-chang Zhong / You-lan Zhu
    Since the appearance of computers, numerical methods for discontinuous solutions of quasi-linear hyperbolic systems of partial differential equations have been among the most important research subjects in numerical analysis. The authors have developed a new difference method (named the singularity-separating method) for quasi-linear hyperbolic system...
    Disponible

    64,76 €

  • Derivative Securities and Difference Methods
    I-Liang Chern / Xiaonan Wu / You-lan Zhu
    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. With this objective, the book is divided into two main parts.In the first part, after an introduction concerning the basics on derivative securities, the authors explain how to establish the ade...
    Disponible

    46,03 €

  • Derivative Securities and Difference Methods
    I-Liang Chern / Xiaonan Wu / You-lan Zhu
    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. With this objective, the book is divided into two main parts.In the first part, after an introduction concerning the basics on derivative securities, the authors explain how to establish the ade...
    Disponible

    192,23 €

  • Derivative Securities and Difference Methods
    I-Liang Chern / Xiaonan Wu / You-lan Zhu
    In the past three decades, great progress has been made in the theory and prac­ tice of financial derivative securities. Now huge volumes of financial derivative securities are traded on the market every day. This causes a big demand for experts who know how to price financial derivative securities. This book is designed as a textbook for graduate students in a mathematical fin...
    Disponible

    46,68 €

  • Derivative Securities and Difference Methods
    I-Liang Chern / Xiaonan Wu / You-lan Zhu
    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 ...
    Disponible

    180,74 €