9781461473053 - derivative securities and difference methods (springer finance) de chern, i-liang; wu, xiaonan; zhu, you-lan (14 resultados)
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Editorial: Springer 2013
Serie: Springer Finance, Libro 46 de 53. Libro 46 de 53 - Springer Finance
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Serie: Springer Finance, Libro 46 de 53. Libro 46 de 53 - Springer Finance
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Serie: Springer Finance, Libro 46 de 53. Libro 46 de 53 - Springer Finance
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Serie: Springer Finance, Libro 46 de 53. Libro 46 de 53 - Springer Finance
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Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 f…irst 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 products (vanilla and exotic options, and interest rate derivatives). For many option problems, the analytic solutions are also derived with details.The second part is devoted to explaining and analyzing the application of finite differences techniques to the financial models stated in the first part of the book. For this, the authors recall some basics on finite difference methods, initial boundary value problems, and (having in view financial products with early exercise feature) linear complementarity and free boundary problems.In each chapter, the techniques related to these mathematical and numerical subjects are applied to a wide variety of financial products. This is a textbook for graduate students following a mathematical finance program as well as a valuable reference for those researchers working in numerical methods in financial derivatives. For this new edition, the book has been updated throughout with many new problems added. More details about numerical methods for some options, for example, Asian options with discrete sampling, are provided and the proof of solution-uniqueness of derivative security problems and the complete stability analysis of numerical methods for two-dimensional problems are added.Review of first edition:'.the book is highly well designed and structured as a textbook for graduate students following a mathematical finance program, which includes Black-Scholes dynamic hedging methodology to price financial derivatives. Also, it is a very valuable reference for those researchers working in numerical methods in financial derivatives, either with a more financial or mathematical background.' -- MATHEMATICAL REVIEWS.
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Serie: Springer Finance, Libro 46 de 53. Libro 46 de 53 - Springer Finance
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Hardcover. Condición: Brand New. 2nd edition. 663 pages. 9.25x6.25x1.60 inches. In Stock.
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Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 mai…n 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 products (vanilla and exotic options, and interest rate derivatives). For many option problems, the analytic solutions are also derived with details.The second part is devoted to explaining and analyzing the application of finite differences techniques to the financial models stated in the first part of the book. For this, the authors recall some basics on finite difference methods, initial boundary value problems, and (having in view financial products with early exercise feature) linear complementarity and free boundary problems.In each chapter, the techniques related to these mathematical and numerical subjects are applied to a wide variety of financial products. This is a textbook for graduate students following a mathematical finance program as well as a valuable reference for those researchers working in numerical methods in financial derivatives. For this new edition, the book has been updated throughout with many new problems added. More details about numerical methods for some options, for example, Asian options with discrete sampling, are provided and the proof of solution-uniqueness of derivative security problems and the complete stability analysis of numerical methods for two-dimensional problems are added.Review of first edition:'.the book is highly well designed and structured as a textbook for graduate students following a mathematical finance program, which includes Black-Scholes dynamic hedging methodology to price financial derivatives. Also, it is a very valuable reference for those researchers working in numerical methods in financial derivatives, either with a more financial or mathematical background.' -- MATHEMATICAL REVIEWS 672 pp. Englisch.
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Editorial: Springer New York 2013
Serie: Springer Finance, Libro 46 de 53. Libro 46 de 53 - Springer Finance
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Gebunden. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. New chapters and subsections added Exercises are included at the end of each chapter Covers a variety of topics in financeYou-Lan Zhu is a Professor of Mathematics at the University of North Carolina… at Charlotte. Xiaonan .
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Editorial: Springer 2013
Serie: Springer Finance, Libro 46 de 53. Libro 46 de 53 - Springer Finance
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Librería: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
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Condición: new. Questo è un articolo print on demand.
Más imágenesIdioma: Inglés
Editorial: Springer 2013
Serie: Springer Finance, Libro 46 de 53. Libro 46 de 53 - Springer Finance
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Buch. Condición: Neu. Derivative Securities and Difference Methods | You-Lan Zhu (u. a.) | Buch | Springer Finance | xxii | Englisch | 2013 | Springer | EAN 9781461473053 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Pri…nt on Demand.
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Editorial: Springer, Springer Jul 2013 2013
Serie: Springer Finance, Libro 46 de 53. Libro 46 de 53 - Springer Finance
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Buch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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 pa…rts.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 products (vanilla and exotic options, and interest rate derivatives). For many option problems, the analytic solutions are also derived with details. The second part is devoted to explaining and analyzing the application of finite differences techniques to the financial models stated in the first part of the book. For this, the authors recall some basics on finite difference methods, initial boundary value problems, and (having in view financial products with early exercise feature) linear complementarity and free boundary problems.In each chapter, the techniques related to these mathematical and numerical subjects are applied to a wide variety of financial products. This is a textbook for graduate students following a mathematical finance program as well as a valuable reference for those researchers working in numerical methods in financial derivatives. For this new edition, the book has been updated throughout with many new problems added. More details about numerical methods for some options, for example, Asian options with discrete sampling, are provided and the proof of solution-uniqueness of derivative security problems and the complete stability analysis of numerical methods for two-dimensional problems are added.Review of first edition:'.the book is highly well designed and structured as a textbook for graduate students following a mathematical finance program, which includes Black-Scholes dynamic hedging methodology to price financial derivatives. Also, it is a very valuable reference for those researchers working in numerical methods in financial derivatives, either with a more financial or mathematical background.' -- MATHEMATICAL REVIEWSSpringer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 672 pp. Englisch.
Idioma: Inglés
Editorial: Springer 2013
Serie: Springer Finance, Libro 46 de 53. Libro 46 de 53 - Springer Finance
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Condición: New. Print on Demand pp. 672 Illus.
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Condición: New. PRINT ON DEMAND pp. 672.
