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Derivative Securities and Difference Methods
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Derivative Securities and Difference Methods

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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 securities.

Upplaga
Softcover reprint of the original 2nd ed. 2013
ISBN
9781489990938
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2015-08-05
Sidor
647