Derivative Securities and Difference Methods

Derivative Securities and Difference Methods by You-lan Zhu, Xiaonan Wu, I-Liang Chern.

This book is devoted to determining the prices of financial derivatives using a partial differential equation approach. In the first part the authors describe the formulation of the problems (including related free-boundary problems) and derive the closed form solutions if they have been found. The...

Full description

Saved in:
Bibliographic Details
Main Authors: Zhu, You-lan (Author), Wu, Xiaonan (Author), Chern, I-Liang (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer New York : Imprint: Springer, 2004.
Edition:1st ed. 2004.
Series:Springer Finance,
Springer eBook Collection.
Subjects:
Economics, Mathematical .
Applied mathematics.
Engineering mathematics.
Computer mathematics.
Numerical analysis.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Login for hold information

‌

Click to view e-book

Online

Holdings details from Online
Call Number: E-Book
Copy 1 Available

Similar Items