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.
發表於2024-11-16
Derivative Securities and Difference Methods 2024 pdf epub mobi 電子書 下載
圖書標籤: 聚會 生日 剩男 剩女 PDE Finance
Derivative Securities and Difference Methods 2024 pdf epub mobi 電子書 下載