Free shipping on orders over 19,990 Ft via Packeta, Fox Post Box, and DPD Collection Point

Check order status

Become part of a community of book lovers from all over the world and get access to a whole bunch of benefits. Create an account for free

Free delivery for purchases over 19 990 Ft

DPD courier 1 190 Ft Post 1 795 Ft Post 1 690 Ft Post 1 690 Ft GLS point 1 390 Ft FoxPost 1 190 Ft Packeta point 1 190 Ft DPD point 990 Ft GLS courier 1 790 Ft

Contact

How to shop

Help

My account

▸ Empty :-(

Free shipping on orders over 19,990 Ft via Packeta, Fox Post Box, and DPD Collection Point

Derivative Securities and Difference Methods

Name: Derivative Securities and Difference Methods
Brand: Springer-Verlag New York Inc.
SKU: 01420824
Price: 43644 HUF
Availability: InStock
Author: You-lan Zhu
ISBN: 9781441919250

You-lan Zhu

Xiaonan Wu

I-Liang Chern

Language

English

Book Paperback

Libristo code: 01420824

Publishers Springer-Verlag New York Inc., May 2011

This book is devoted to determining the prices of financial derivatives using a partial differential... Full description

Libristo code: 01420824

298 b

43 644 Ft

In stock at our supplier Shipping in 5-8 days

30-day return policy

Customers also purchased

Choking on love Keiko Iwashita

Paperback

2 977 Ft

Ochrona przyrody i turystyka Md. Harun-or-rashid

Paperback

13 145 Ft

Zwierzat V1: Domowych I Dzikich Osobliwie Kraiowych Historyi Naturalney Poczatki I Gospodarstwo (1780) Krzysztof Kluk

Paperback

14 628 Ft

Jak se zbavit hraběte v deseti týdnech Jenni Fletcher

Paperback

4 765 Ft

Amaranth vaříme a pečeme z pokladů starých Inků Pavel Kohout

Paperback

749 Ft

Animales de la Jungla libro para colorear 1 & 2 Nick Snels

Paperback

6 831 Ft

Die Sammlung des Kunstmuseums Moritzburg in Halle a. S. Ewa Pietrzak

Hardback

285 271 Ft

Vita brevis : la carta de Floria Emilia a Aurelio Agustín Jostein Gaarder

Paperback

5 948 Ft

Lyrische Stücke. Bd.1 Edvard Grieg

Sheet music

2 126 Ft

Betriebswirtschaftliche Anwendungen mit SAP R/3® Paul Wenzel

Paperback

20 036 Ft

Chancellor Jules Verne

Paperback

5 232 Ft

Middlemarch George Eliot

Book

6 332 Ft

Jóga srdce Andrew Harwey

Paperback

3 942 Ft

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 second part discusses how to obtain their numerical solutions efficiently for both European-style and American-style derivatives and for both stock options and interest rate derivatives. The numerical methods discussed are finite-difference methods. The book also discusses how to determine the coefficients in the partial differential equations.§The aim of the book is to provide readers who have some code writing experience for engineering computations with the skills to develop efficient derivative-pricing codes. The book includes exercises throughout and will appeal to students and researchers in quantitative finance as well as practitioners in the financial industry and code developers.