TY  - BOOK
AU  - Zhu,Youlan
AU  - Wu,Xiaonan
AU  - Chern,I-Liang
TI  - Derivative securities and difference methods 
T2  - Springer finance
SN  - 9780387208428
AV  - HG6024.A3 Z497 2004
U1  - 332.6457 22
PY  - 2004///
CY  - New York 
PB  - Springer
KW  - Derivative securities
KW  - Difference equations
KW  - Instruments dérivés (Finances)
KW  - Équations aux différences
N1  - Includes bibliographical references (p. [503]-507) and index; 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
N2  - "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
ER  -