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.
Or split into 4x interest-free payments of 25% on orders over R50
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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.
Imprint | Springer-Verlag New York |
Country of origin | United States |
Series | Springer Finance |
Release date | May 2011 |
Availability | Expected to ship within 12 - 17 working days |
First published | 2004 |
Authors | You-Lan Zhu, Xiaonan Wu, I-Liang Chern |
Dimensions | 235 x 155 x 27mm (L x W x T) |
Format | Paperback |
Pages | 513 |
Edition | Softcover reprint of hardcover 1st ed. 2004 |
ISBN-13 | 978-1-4419-1925-0 |
Barcode | 9781441919250 |
Categories | |
LSN | 1-4419-1925-2 |