Author : You-lan Zhu
Release : 2013-03-09
Genre : Mathematics
Kind : eBook
Book Rating : 389/5 ( reviews)
Book Synopsis Derivative Securities and Difference Methods by : You-lan Zhu
Download or read book Derivative Securities and Difference Methods written by You-lan Zhu. This book was released on 2013-03-09. Available in PDF, EPUB and Kindle. Book excerpt: 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.