Titlebook: Derivative Securities and Difference Methods; You-lan Zhu,Xiaonan Wu,I-Liang Chern Book 20041st edition Springer Science+Business Media Ne

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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.

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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

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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

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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

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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

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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).