2004
Hardback (28 Sep 2004)
Not available for sale
Out of stock
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.
| ISBN: | 9780387208428 |
| Publisher: | Springer |
| Imprint: | Springer |
| Pub date: | 28 Sep 2004 |
| Edition: | 2004 |
| DEWEY: | 332.6457 |
| DEWEY edition: | 22 |
| Language: | English |
| Number of pages: | 513 |
| Weight: | 924g |
| Height: | 234mm |
| Width: | 156mm |
| Spine width: | 30mm |
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