[PDF.59xa] Derivative Securities and Difference Methods (Springer Finance)

Derivative Securities and Difference Methods (Springer Finance)

[PDF.sn61] Derivative Securities and Difference Methods (Springer Finance)

Derivative Securities and Difference  You-lan Zhu, Xiaonan Wu, I-Liang Chern epub
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 | #10785790 in Books |  You lan Zhu |  2011-05-26 | Original language:English | PDF # 1 |  9.25 x1.20 x6.10l,1.62 | File type: PDF | 513 pages

 | Derivative Securities and Difference Methods

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||5 of 5 people found the following review helpful.| Well Done|By Michel Trudelle|This is a GREAT book... if you are looking for treatment of "options pricing" from 2 specific perspectives.

In the first half of the book, the authors tackle the pricing issue using PDEs only, paying little attention to the Martingale approach. The treatment is VERY detailed, starting with the Ito Lemma (one dimension and n-state variable

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.

You can specify the type of files you want, for your gadget.Derivative Securities and Difference Methods (Springer Finance)   |  You-lan Zhu, Xiaonan Wu, I-Liang Chern. I was recommended this book by a dear friend of mine.

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