Derivative securities and difference methods /
You-lan Zhu, Xiaonan Wu, I-Liang Chern, Zhi-zhong Sun.
- 2nd ed.
- xxii, 647 p. ; ill. : 24 cm.
- Springer finance. .
"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."--