PDF⋙ Derivative Securities and Difference Methods (Springer Finance) by You-lan Zhu, Xiaonan Wu, I-Liang Chern
Derivative Securities and Difference Methods (Springer Finance) by You-lan Zhu, Xiaonan Wu, I-Liang Chern
Derivative Securities and Difference Methods (Springer Finance) by You-lan Zhu, Xiaonan Wu, I-Liang Chern PDF, ePub eBook D0wnl0ad
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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