Derivative securities and difference methods

"The aim of the book is to provide readers who have some code writing experience for engineering computations with the skills to develop efficient derivative pricing codes. The book includes exercises throughout and will appeal to students and researchers in quantitative finance as well as prac...

Full description

Saved in:
Bibliographic Details
Other Authors: Zhu, Youlan.
Language:English
Edition:Second edition.
Series:Springer finance.
Subjects:
Online Access:Link to e-book
Summary:"The aim of the book is to provide readers who have some code writing experience for engineering computations with the skills to develop efficient derivative pricing codes. The book includes exercises throughout and will appeal to students and researchers in quantitative finance as well as practitioners in the financial industry and code developers."--BOOK JACKET.
Physical Description:1 online resource : illustrations.
Bibliography:Includes bibliographical references and index.
Published: New York : Springer, [2013]
ISBN:9781461473060 (electronic bk.)
1461473063 (electronic bk.)