Derivative Securities and Difference Methods

by Xiaonan Wu, You-lan Zhu, I-Liang Chern

Book Overview

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 adequate PDE boundary value problems for different sets of derivative...

• Format: Hardcover
• Language: English
• ISBN: 1461473055
• ISBN13: 9781461473053
• Release Date: July 2013
• Publisher: Springer
• Length: 647 Pages
• Weight: 2.45 lbs.
• Dimensions: 1.4" x 6.1" x 9.2"