Securities, Derivatives, Mathematics, Mathematical Equations
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Overview
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.
Book Details
Published
May 26, 2011
Publisher
Springer-Verlag New York, LLC
Pages
531
Format
Paperback
ISBN
9781441919250