Derivative Securities and Difference Methods

You-lan Zhu (), Xiaonan Wu (), I-Liang Chern () and Zhi-zhong Sun
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You-lan Zhu: University of North Carolina, Charlotte
Xiaonan Wu: Hong Kong Baptist University
I-Liang Chern: National Taiwan University
Zhi-zhong Sun: Southeast University

in Springer Finance from Springer, currently edited by Francesca Biagini, Bruno Bouchard, Mark Broadie, Paolo Guasoni, Charles-Albert Lehalle, Mathieu Rosenbaum

Date: 2013
Edition: 2nd ed. 2013
ISBN: 978-1-4614-7306-0
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Chapters in this book:

Ch 1 Introduction

You-lan Zhu, Xiaonan Wu, I-Liang Chern and Zhi-zhong Sun

Ch 2 European Style Derivatives

You-lan Zhu, Xiaonan Wu, I-Liang Chern and Zhi-zhong Sun

Ch 3 American Style Derivatives

You-lan Zhu, Xiaonan Wu, I-Liang Chern and Zhi-zhong Sun

Ch 4 Exotic Options

You-lan Zhu, Xiaonan Wu, I-Liang Chern and Zhi-zhong Sun

Ch 5 Interest Rate Derivative Securities

You-lan Zhu, Xiaonan Wu, I-Liang Chern and Zhi-zhong Sun

Ch 6 Basic Numerical Methods

You-lan Zhu, Xiaonan Wu, I-Liang Chern and Zhi-zhong Sun

Ch 7 Finite-Difference Methods

You-lan Zhu, Xiaonan Wu, I-Liang Chern and Zhi-zhong Sun

Ch 8 Initial-Boundary Value and LC Problems

You-lan Zhu, Xiaonan Wu, I-Liang Chern and Zhi-zhong Sun

Ch 9 Free-Boundary Problems

You-lan Zhu, Xiaonan Wu, I-Liang Chern and Zhi-zhong Sun

Ch 10 Interest Rate Modeling

You-lan Zhu, Xiaonan Wu, I-Liang Chern and Zhi-zhong Sun

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DOI: 10.1007/978-1-4614-7306-0

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