Derivative securities and difference methods

By:

Material type: Text

TextSeries: Publication details: New York Springer 2004Description: xviii,513p. ill. 25 cmISBN:

9780387208428

Subject(s):

DDC classification:

332.6457 22 ZH-D

LOC classification:

HG6024.A3 Z497 2004

Contents:

1. Introduction -- 2. Basic options -- 3. Exotic options -- 4. Interest rate derivative securities -- 5. Basic numerical methods -- 6. Initial-boundary value and LC problems -- 7. Free-boundary problems -- 8. Interest rate modeling.

Review: "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."--BOOK JACKET.

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Holdings
Item type	Home library	Collection	Shelving location	Call number	Materials specified	Status	Date due	Barcode
Print	OPJGU Sonepat- Campus	General Books	Main Library	332.6457 ZH-D (Browse shelf(Opens below))		Available		119210

Includes bibliographical references (p. [503]-507) and index.

"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."--BOOK JACKET.

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