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Derivative Securities and Difference Methods

Derivative Securities and Difference Methods

I-Liang Chern / Xiaonan Wu / You-lan Zhu

180,74 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2011
Materia
Finanzas
ISBN:
9781441919250
180,74 €
IVA incluido
Disponible

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Sobre IBD

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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