发表于2025-01-11
Derivative Securities and Difference Methods 2025 pdf epub mobi 电子书
图书标签: 聚会 生日 剩男 剩女 PDE Finance
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 2025 pdf epub mobi 电子书