Derivative Securities and Difference Methods - Softcover

Zhu, You-lan; Wu, Xiaonan; Chern, I-Liang

 
9781461473077: Derivative Securities and Difference Methods

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Synopsis

Introduction.- European Style Derivatives.- American Style Derivatives.- Exotic Options.- Interest Rate Derivative Securities.- Basic Numerical Methods.- Finite Difference Methods.- Initial-Boundary Value and LC Problems.- Free-Boundary Problems.- Interest Rate Modeling.

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