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Paperback Derivative Securities and Difference Methods Book

ISBN: 1441919252

ISBN13: 9781441919250

Derivative Securities and Difference Methods

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Format: Paperback

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Book Overview

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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