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Derivative Securities and Difference Methods
E-bok,
2013,
Engelska,
ISBN 9781461473060
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 …
Derivative Securities and Difference Methods
E-bok,
2013,
Engelska,
ISBN 9781475739381
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 …