Derivative Securities and Difference Methods
This book is mainly devoted to finite difference numerical methods for solving partial differential equation (PDE) 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 th...
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| Autor Corporativo: | |
| Otros Autores: | , , |
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
New York, NY :
Springer New York
2013.
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| Edición: | 2nd ed |
| Colección: | Springer Finance.
Springer eBooks. |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b32912444*spi |
Tabla de Contenidos:
- Introduction
- European Style Derivatives
- American Style Derivatives
- Exotic Options
- Interest Rate Derivative Securities
- Basic Numerical Methods
- Finite Difference Methods
- Initial-Boundary Value and LC Problems
- Free-Boundary Problems
- Interest Rate Modeling.
