Derivative securities and difference methods /
By: Zhu, Youlan
Title By: Wu, Xiaonan | Chern, I-Liang | Sun, Zhizhong
Material type: BookEdition: 2nd ed.Description: xxii, 647 p. ; ill. : 24 cm.ISBN: 9781461473053; 1461473055Subject(s): Derivative securities | Difference equationsDDC classification: 332.6457 ZH DE Online resources: Location Map
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."--
Item type | Home library | Call number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|
REGULAR | University of Wollongong in Dubai Main Collection | 332.6457 ZH DE (Browse shelf) | Available | T0010677 |
Total holds: 0
Includes bibliographical references (pages 637-642) and index.
"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."--