Derivative securities and difference methods
Auteur :
Zhu, You-lan / Wu, Xiaonan / Chern, I-Liang / Sun, Zhi-zhong
Éditeur :
Springer-Verlag New York Inc.
ISBN :
9781489990938
Date de publication :
5 août 2015
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
USA
This book is mainly devoted to finite difference numerical methods for solving partial differential equations (PDEs) models of pricing a wide variety of financial derivative securities.