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  • Derivative Securities and Difference Methods

    by Zhi-zhong Sun, You-lan Zhu, I-Liang Chern, Xiaonan Wu ...
    Series series Mathematics and Statistics (R0)
    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. With this objective, the book is divided into two main parts.In the first part, after an introduction concerning the basics on derivative securities, the authors explain how to establish the adequate PDE boundary ... Read more

    $143.99 USD