Derivative Securities and Difference Methods /

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...

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Bibliographic Details

Main Author:	Zhu, Youlan
Corporate Author:	SpringerLink (Online service)
Other Authors:	Wu, Xiaonan, Chern, I-Liang
Format:	eBook
Language:	English
Published:	New York, NY : Springer New York, 2004.
Series:	Springer finance.
Subjects:	Mathematics. Finance. Computer science > Mathematics. Numerical analysis. Electronic books.
Online Access:	Connect to the full text of this electronic book