Derivative Securities And Difference Methods
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Derivative Securities and Difference Methods
| Author | : You-lan Zhu |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 536 |
| Release | : 2004-08-27 |
| Genre | : Business & Economics |
| ISBN | : 9780387208428 |
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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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