Derivative Securities and Difference Methods
This book is mainly devoted to finite difference numerical methods for solving partial differential equation (PDE) models of pricing a wide variety of financial derivative securities. With this objective, the book is divided into two main parts. In the first part, after an introduction concerning th...
| Main Authors: | , , , |
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| Corporate Author: | |
| Language: | English |
| Published: |
New York, NY :
Springer New York : Imprint: Springer,
2013.
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| Edition: | 2nd ed. 2013. |
| Series: | Springer Finance,
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| Subjects: | |
| Online Access: | https://doi.org/10.1007/978-1-4614-7306-0 |