Derivative Securities and Difference Methods - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Derivative Securities and Difference Methods write by You-lan Zhu. This book was released on 2013-03-09. Derivative Securities and Difference Methods available in PDF, EPUB and Kindle. 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.
Derivative Securities and Difference Methods
Derivative Securities and Difference Methods - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Derivative Securities and Difference Methods write by You-lan Zhu. This book was released on 2004-08-27. Derivative Securities and Difference Methods available in PDF, EPUB and Kindle. 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.
A Course in Derivative Securities
A Course in Derivative Securities - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook A Course in Derivative Securities write by Kerry Back. This book was released on 2005-10-11. A Course in Derivative Securities available in PDF, EPUB and Kindle. "Deals with pricing and hedging financial derivatives.... Computational methods are introduced and the text contains the Excel VBA routines corresponding to the formulas and procedures described in the book. This is valuable since computer simulation can help readers understand the theory....The book...succeeds in presenting intuitively advanced derivative modelling... it provides a useful bridge between introductory books and the more advanced literature." --MATHEMATICAL REVIEWS
Quantitative Modeling of Derivative Securities
Quantitative Modeling of Derivative Securities - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Quantitative Modeling of Derivative Securities write by Peter Laurence. This book was released on 2017-11-22. Quantitative Modeling of Derivative Securities available in PDF, EPUB and Kindle. Quantitative Modeling of Derivative Securities demonstrates how to take the basic ideas of arbitrage theory and apply them - in a very concrete way - to the design and analysis of financial products. Based primarily (but not exclusively) on the analysis of derivatives, the book emphasizes relative-value and hedging ideas applied to different financial instruments. Using a ""financial engineering approach,"" the theory is developed progressively, focusing on specific aspects of pricing and hedging and with problems that the technical analyst or trader has to consider in practice. More than just an introductory text, the reader who has mastered the contents of this one book will have breached the gap separating the novice from the technical and research literature.
A Course in Derivative Securities
A Course in Derivative Securities - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook A Course in Derivative Securities write by Kerry Back. This book was released on 2005-06-08. A Course in Derivative Securities available in PDF, EPUB and Kindle. "Deals with pricing and hedging financial derivatives.... Computational methods are introduced and the text contains the Excel VBA routines corresponding to the formulas and procedures described in the book. This is valuable since computer simulation can help readers understand the theory....The book...succeeds in presenting intuitively advanced derivative modelling... it provides a useful bridge between introductory books and the more advanced literature." --MATHEMATICAL REVIEWS
