標(biāo)題: Titlebook: Derivative Securities and Difference Methods; You-lan Zhu,Xiaonan Wu,I-Liang Chern Book 20041st edition Springer Science+Business Media Ne [打印本頁] 作者: sesamoiditis 時間: 2025-3-21 18:07
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書目名稱Derivative Securities and Difference Methods讀者反饋
書目名稱Derivative Securities and Difference Methods讀者反饋學(xué)科排名
作者: jaundiced 時間: 2025-3-21 21:23 作者: 急急忙忙 時間: 2025-3-22 04:27
Basic Numerical Methodse deal with finite-difference methods for parabolic partial differential equations, including algorithms, stability and convergence analysis, and extrapolation techniques of numerical solutions. Finally, we discuss how to determine the parameters in stochastic models.作者: REP 時間: 2025-3-22 05:18 作者: Mast-Cell 時間: 2025-3-22 12:08 作者: Lice692 時間: 2025-3-22 14:38
Interest Rate Modelingprice of risk, in the governing equation. Before using the governing equation for evaluating an interest rate derivative, we have to find this function (or make some assumptions on it). This function cannot be obtained by statistics directly from the market data. In Section 4.4, the inverse problem 作者: Lice692 時間: 2025-3-22 17:59
1616-0533 al Finance.Includes supplementary material: 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 h作者: EWER 時間: 2025-3-22 22:40 作者: nurture 時間: 2025-3-23 02:06 作者: 投票 時間: 2025-3-23 09:35 作者: 沖突 時間: 2025-3-23 11:07
Exotic Optionsasset price during the life of option. These options are called path-dependent exotic options. Barrier options, Asian options, and lookback options are important examples of path-dependent exotic options.作者: 反話 時間: 2025-3-23 14:43 作者: BLAND 時間: 2025-3-23 18:33 作者: Eviction 時間: 2025-3-23 22:30
Book 20041st edition 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作者: 非秘密 時間: 2025-3-24 04:55 作者: Femish 時間: 2025-3-24 09:24 作者: Incorporate 時間: 2025-3-24 11:17 作者: 抱負(fù) 時間: 2025-3-24 15:33
Derivative Securities and Difference Methods978-1-4757-3938-1Series ISSN 1616-0533 Series E-ISSN 2195-0687 作者: epidermis 時間: 2025-3-24 22:30 作者: 補(bǔ)助 時間: 2025-3-25 00:23 作者: Irrigate 時間: 2025-3-25 06:22
978-1-4419-1925-0Springer Science+Business Media New York 2004作者: 絕種 時間: 2025-3-25 11:07 作者: 空氣 時間: 2025-3-25 12:29 作者: 考得 時間: 2025-3-25 15:54
Horst Bauer,Folkhart Dinkler,Anton Beere deal with finite-difference methods for parabolic partial differential equations, including algorithms, stability and convergence analysis, and extrapolation techniques of numerical solutions. Finally, we discuss how to determine the parameters in stochastic models.作者: Firefly 時間: 2025-3-25 23:37
https://doi.org/10.1007/978-3-322-91816-1equations. This chapter discusses numerical methods for such problems. If an American option problem is formulated as a linear complementarity problem, then the only difference between solving a European option and an American option is that if the solution obtained by the partial differential equat作者: Magnitude 時間: 2025-3-26 01:28 作者: 歡笑 時間: 2025-3-26 05:33 作者: 翻布尋找 時間: 2025-3-26 09:04 作者: 貪婪性 時間: 2025-3-26 16:16
Fachw?rterbuch KraftfahrzeugtechnikThis chapter is devoted to interest rate derivatives. Interest rate derivatives are financial products derived from interest rates. There are various interest rates that will be mentioned in this chapter. Here we first give the meaning of each interest rate and derive some relations among them.作者: 初學(xué)者 時間: 2025-3-26 18:47 作者: Hemoptysis 時間: 2025-3-27 00:29
Interest Rate Derivative SecuritiesThis chapter is devoted to interest rate derivatives. Interest rate derivatives are financial products derived from interest rates. There are various interest rates that will be mentioned in this chapter. Here we first give the meaning of each interest rate and derive some relations among them.作者: 嚴(yán)厲批評 時間: 2025-3-27 02:43 作者: 暫時中止 時間: 2025-3-27 05:41
Interest Rate Modeling described, and some numerical results are shown in Section 8.2. Because interest rate derivative problems are so complicated, for many cases, use of multi-factor models is necessary. In the last section, we study how to price interest rate derivatives using the three-factor model and the market dat作者: circuit 時間: 2025-3-27 11:56 作者: incision 時間: 2025-3-27 16:16
1616-0533 adopted in order to find the price of a derivative security. This book is divided into two parts. In the first part, we discuss how to establish the corresponding partial differential equations978-1-4419-1925-0978-1-4757-3938-1Series ISSN 1616-0533 Series E-ISSN 2195-0687 作者: 無聊點(diǎn)好 時間: 2025-3-27 18:40
Horst Bauer,Folkhart Dinkler,Anton Beersolution will be smaller. This method can still be used for free-boundary problems. For them there is another problem. On one side of the free boundary, the price of an American-style derivative satisfies a partial differential equation, and on the other side, it is equal to a given function. Becaus作者: crease 時間: 2025-3-27 23:31
https://doi.org/10.1007/978-3-322-91816-1 described, and some numerical results are shown in Section 8.2. Because interest rate derivative problems are so complicated, for many cases, use of multi-factor models is necessary. In the last section, we study how to price interest rate derivatives using the three-factor model and the market dat作者: biopsy 時間: 2025-3-28 03:49 作者: 藕床生厭倦 時間: 2025-3-28 07:08 作者: 誤傳 時間: 2025-3-28 12:33
Springer Series in Materials Sciencens they are not executed directly on the processor but instead are sent to another program that is responsible for operating the computer. Java programs are executed using the Java virtual machine (JVM), and C# programs are executed by the Common Language Runtime (CLR).作者: 天真 時間: 2025-3-28 15:20 作者: 阻撓 時間: 2025-3-28 21:07
