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.
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.
Imprint | Springer |
Country of origin | United States |
Release date | 2014 |
Availability | We don't currently have any sources for this product. If you add this item to your wish list we will let you know when it becomes available. |
Editors | You-Lan Zhu, Xiaonan Wu, I-Liang Chern |
Dimensions | 234 x 156 x 27mm (L x W x T) |
Format | Paperback - Trade |
Pages | 536 |
ISBN-13 | 978-1-4757-3939-8 |
Barcode | 9781475739398 |
Categories | |
LSN | 1-4757-3939-7 |