Verwandte Artikel zu Derivative Securities and Difference Methods (Springer...
Inhaltsangabe
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.
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
Von der hinteren Coverseite
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.
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
- VerlagSpringer New York
- Erscheinungsdatum2010
- ISBN 10 1441919252
- ISBN 13 9781441919250
- EinbandTapa blanda
- SpracheEnglisch
- Anzahl der Seiten532
- Kontakt zum HerstellerNicht verfügbar
Neu kaufen
Diesen Artikel anzeigen
EUR 117,69
Gratis für den Versand innerhalb von/der Deutschland
Versandziele, Kosten & DauerWeitere beliebte Ausgaben desselben Titels
Suchergebnisse für Derivative Securities and Difference Methods (Springer...
Foto des Verkäufers
Derivative Securities and Difference Methods
Verlag:
Springer New York, Springer New York Mai 2011, 2011
ISBN 10: 1441919252
ISBN 13: 9781441919250
Neu
Taschenbuch
Anbieter: buchversandmimpf2000, Emtmannsberg, BAYE, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Taschenbuch. Zustand: Neu. Neuware -In the past three decades, great progress has been made in the theory and prac tice of financial derivative securities. Now huge volumes of financial derivative securities are traded on the market every day. This causes a big demand for experts who know how to price financial derivative securities. This book is designed as a textbook for graduate students in a mathematical finance pro gram and as a reference book for the people who already work in this field. We hope that a person who has studied this book and who knows how to write codes for engineering computation can handle the business of providing efficient derivative-pricing codes. In order for this book to be used by various people, the prerequisites to study the majority of this book are multivariable calculus, linear algebra, and basic probability and statistics. In this book, the determination of the prices of financial derivative secu rities is reduced to solving partial differential equation problems, i. e. , a PDE approach is adopted in order to find the price of a derivative security. This book is divided into two parts. In the first part, we discuss how to establish the corresponding partial differential equations and find the final and nec essary boundary conditions for a specific derivative product. If possible, we derive its explicit solution and describe some properties of the solution. In many cases, no explicit solution has been found so far.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 532 pp. Englisch. Artikel-Nr. 9781441919250
Anzahl: 2 verfügbar
Foto des Verkäufers
Derivative Securities and Difference Methods
Verlag:
Springer New York, Springer US, 2011
ISBN 10: 1441919252
ISBN 13: 9781441919250
Neu
Taschenbuch
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - In the past three decades, great progress has been made in the theory and prac tice of financial derivative securities. Now huge volumes of financial derivative securities are traded on the market every day. This causes a big demand for experts who know how to price financial derivative securities. This book is designed as a textbook for graduate students in a mathematical finance pro gram and as a reference book for the people who already work in this field. We hope that a person who has studied this book and who knows how to write codes for engineering computation can handle the business of providing efficient derivative-pricing codes. In order for this book to be used by various people, the prerequisites to study the majority of this book are multivariable calculus, linear algebra, and basic probability and statistics. In this book, the determination of the prices of financial derivative secu rities is reduced to solving partial differential equation problems, i. e. , a PDE approach is adopted in order to find the price of a derivative security. This book is divided into two parts. In the first part, we discuss how to establish the corresponding partial differential equations and find the final and nec essary boundary conditions for a specific derivative product. If possible, we derive its explicit solution and describe some properties of the solution. In many cases, no explicit solution has been found so far. Artikel-Nr. 9781441919250
Anzahl: 1 verfügbar
Beispielbild für diese ISBN
Derivative Securities and Difference Methods (Springer Finance)
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
Verkäuferbewertung 5 von 5 Sternen
Zustand: New. In. Artikel-Nr. ria9781441919250_new
Anzahl: Mehr als 20 verfügbar
Beispielbild für diese ISBN
Derivative Securities and Difference Methods (Springer Finance)
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
Verkäuferbewertung 5 von 5 Sternen
Paperback. Zustand: Brand New. 536 pages. 9.25x6.10x1.20 inches. In Stock. Artikel-Nr. x-1441919252
Anzahl: 2 verfügbar