wyszukanych pozycji: 3
Derivative Securities and Difference Methods
ISBN: 9781441919250 / Angielski / Miękka / 2011 / 513 str. Termin realizacji zamówienia: ok. 20 dni roboczych. In the past three decades, great progress has been made in the theory and prac tice of financial derivative securities. Now huge volumes of financial derivative securities are traded on the market every day. This causes a big demand for experts who know how to price financial derivative securities. This book is designed as a textbook for graduate students in a mathematical finance pro gram and as a reference book for the people who already work in this field. We hope that a person who has studied this book and who knows how to write codes for engineering computation can handle the business of...
In the past three decades, great progress has been made in the theory and prac tice of financial derivative securities. Now huge volumes of financial ...
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cena:
428,99 zł |
Derivative Securities and Difference Methods
ISBN: 9781489990938 / Angielski / Miękka / 2015 / 647 str. Termin realizacji zamówienia: ok. 20 dni roboczych. 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 value problems for different sets of derivative products (vanilla and exotic options, and interest rate derivatives). For many option problems, the analytic solutions are also derived with... This book is mainly devoted to finite difference numerical methods for solving partial differential equations (PDEs) models of pricing a wide varie... |
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cena:
585,00 zł |
Derivative Securities and Difference Methods
ISBN: 9781461473053 / Angielski / Twarda / 2013 / 647 str. Termin realizacji zamówienia: ok. 20 dni roboczych. 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 value problems for different sets of derivative products (vanilla and exotic options, and interest rate derivatives). For many option problems, the analytic solutions are also derived with... This book is mainly devoted to finite difference numerical methods for solving partial differential equations (PDEs) models of pricing a wide varie... |
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cena:
585,00 zł |