Derivative Securities And Difference Methods PDF Download
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Author | : You-lan Zhu |
Publisher | : Springer Science & Business Media |
Total Pages | : 522 |
Release | : 2013-03-09 |
Genre | : Mathematics |
ISBN | : 1475739389 |
Download Derivative Securities and Difference Methods Book in PDF, ePub and Kindle
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.
Author | : You-lan Zhu |
Publisher | : Springer Science & Business Media |
Total Pages | : 536 |
Release | : 2004-08-27 |
Genre | : Business & Economics |
ISBN | : 9780387208428 |
Download Derivative Securities and Difference Methods Book in PDF, ePub and Kindle
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.
Author | : Peter Laurence |
Publisher | : CRC Press |
Total Pages | : 335 |
Release | : 2017-11-22 |
Genre | : Mathematics |
ISBN | : 135142047X |
Download Quantitative Modeling of Derivative Securities Book in PDF, ePub and Kindle
Quantitative Modeling of Derivative Securities demonstrates how to take the basic ideas of arbitrage theory and apply them - in a very concrete way - to the design and analysis of financial products. Based primarily (but not exclusively) on the analysis of derivatives, the book emphasizes relative-value and hedging ideas applied to different financial instruments. Using a ""financial engineering approach,"" the theory is developed progressively, focusing on specific aspects of pricing and hedging and with problems that the technical analyst or trader has to consider in practice. More than just an introductory text, the reader who has mastered the contents of this one book will have breached the gap separating the novice from the technical and research literature.
Author | : Kerry Back |
Publisher | : Springer Science & Business Media |
Total Pages | : 358 |
Release | : 2005-10-11 |
Genre | : Business & Economics |
ISBN | : 3540279008 |
Download A Course in Derivative Securities Book in PDF, ePub and Kindle
"Deals with pricing and hedging financial derivatives.... Computational methods are introduced and the text contains the Excel VBA routines corresponding to the formulas and procedures described in the book. This is valuable since computer simulation can help readers understand the theory....The book...succeeds in presenting intuitively advanced derivative modelling... it provides a useful bridge between introductory books and the more advanced literature." --MATHEMATICAL REVIEWS
Author | : Salih N. Neftci |
Publisher | : Academic Press |
Total Pages | : 550 |
Release | : 2000-05-19 |
Genre | : Business & Economics |
ISBN | : 0125153929 |
Download An Introduction to the Mathematics of Financial Derivatives Book in PDF, ePub and Kindle
A step-by-step explanation of the mathematical models used to price derivatives. For this second edition, Salih Neftci has expanded one chapter, added six new ones, and inserted chapter-concluding exercises. He does not assume that the reader has a thorough mathematical background. His explanations of financial calculus seek to be simple and perceptive.
Author | : Kerry Back |
Publisher | : Springer Science & Business Media |
Total Pages | : 358 |
Release | : 2005-06-08 |
Genre | : Business & Economics |
ISBN | : 3540253734 |
Download A Course in Derivative Securities Book in PDF, ePub and Kindle
"Deals with pricing and hedging financial derivatives.... Computational methods are introduced and the text contains the Excel VBA routines corresponding to the formulas and procedures described in the book. This is valuable since computer simulation can help readers understand the theory....The book...succeeds in presenting intuitively advanced derivative modelling... it provides a useful bridge between introductory books and the more advanced literature." --MATHEMATICAL REVIEWS
Author | : Rob Quail |
Publisher | : John Wiley & Sons |
Total Pages | : 337 |
Release | : 2003-03-20 |
Genre | : Business & Economics |
ISBN | : 0471467669 |
Download Financial Derivatives Book in PDF, ePub and Kindle
"Financial Derivatives" - Jetzt neu in der 3. komplett überarbeiteten Auflage! Dieses umfassende Nachschlagewerk bietet eine gründliche Einführung in das Thema Finanzderivate und ihre Bedeutung für das Risikomanagement im Unternehmensumfeld. Es vermittelt fundierte Kenntnisse zum Thema Finanzderivate, und zwar mit einem verständlich gehaltenen Minimum an Finanzmathematik, was Preisbildung und Bewertung angeht. Mit einer breitgefächerten Übersicht über die verschiedenen Arten von Finanzderivaten. Mit neuem Material zu Kreditderivaten und zur Kreditrisikobewertung bei Derivaten. Mit neuen und ausführlicheren Informationen zu den Themen Finanztechnik und strukturierte Finanzprodukte. "Financial Derivatives" - Ein unverzichtbarer Ratgeber für alle Finanzexperten im Bereich Risikomanagement.
Author | : Daniel Sevcovic |
Publisher | : |
Total Pages | : 325 |
Release | : 2011 |
Genre | : Derivative securities |
ISBN | : 9781617613500 |
Download Analytical and Numerical Methods for Pricing Financial Derivatives Book in PDF, ePub and Kindle
This book presents the reader with basic facts and knowledge of pricing financial derivatives. Also discussed herein is the qualitative analysis and practical methods of their pricing. The extensive expansion of various financial derivatives dates back to the beginning of seventies. The analysis of derivative securities was motivated by pioneering works due to economists Myron Scholes and Robert Merton and the theoretical physicist Fisher Black. They derived and analyzed a pricing model nowadays referred to as the BlackScholes model. The approach was indeed revolutionary as it brought the method of pricing derivative securities by means of solutions to partial differential equations.
Author | : William T. Shaw |
Publisher | : Cambridge University Press |
Total Pages | : 570 |
Release | : 1998-12-10 |
Genre | : Business & Economics |
ISBN | : 9780521592338 |
Download Modelling Financial Derivatives with MATHEMATICA ® Book in PDF, ePub and Kindle
CD plus book for financial modelling, requires Mathematica 3 or 2.2; runs on most platforms.
Author | : Keith Cuthbertson |
Publisher | : John Wiley & Sons |
Total Pages | : 116 |
Release | : 2019-12-16 |
Genre | : Business & Economics |
ISBN | : 1119595592 |
Download Derivatives Book in PDF, ePub and Kindle
Three experts provide an authoritative guide to the theory and practice of derivatives Derivatives: Theory and Practice and its companion website explore the practical uses of derivatives and offer a guide to the key results on pricing, hedging and speculation using derivative securities. The book links the theoretical and practical aspects of derivatives in one volume whilst keeping mathematics and statistics to a minimum. Throughout the book, the authors put the focus on explanations and applications. Designed as an engaging resource, the book contains commentaries that make serious points in a lighthearted manner. The authors examine the real world of derivatives finance and include discussions on a wide range of topics such as the use of derivatives by hedge funds and the application of strip and stack hedges by corporates, while providing an analysis of how risky the stock market can be for long-term investors, and more. To enhance learning, each chapter contains learning objectives, worked examples, details of relevant finance blogs technical appendices and exercises.