Derivative Securities and Difference Methods
I-Liang Chern, Xiaonan Wu, You-lan Zhu, Zhi-zhong Sun
Springer-Verlag New York Inc., 2015
172,25 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9781489990938
- ISBN-10
- 1489990933
- Publisher
- Springer-Verlag New York Inc.
- Year
- 2015
- Publication date
- 2015-08-05
- Pages
- 647
- Dimensions
- 235x155x