株式会社極東書店トップ＞商品一覧＞ Derivative Securities and Difference Methods.

商品詳細

Name: Derivative Securities and Difference Methods.
Author: Zhu, You-Ian / Wu, Xiaonan / Chern, I-Liang
ISBN: 978-0-387-20842-8

Derivative Securities and Difference Methods.

・ISBN 978-0-387-20842-8 hard

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著者・編者	Zhu, You-Ian / Wu, Xiaonan / Chern, I-Liang,
シリーズ	Springer Finance
出版社	(Springer, US)
出版年月	2004
ページ数	524 pp.
言語	ENG
ニュース番号	＜514-247 514-509＞

解説

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.