標題: Titlebook: Derivative Securities and Difference Methods; You-lan Zhu,Xiaonan Wu,Zhi-zhong Sun Book 2013Latest edition Springer Science+Business Media [打印本頁] 作者: 水平 時間: 2025-3-21 19:25
書目名稱Derivative Securities and Difference Methods影響因子(影響力)
書目名稱Derivative Securities and Difference Methods影響因子(影響力)學科排名
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書目名稱Derivative Securities and Difference Methods網(wǎng)絡公開度學科排名
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書目名稱Derivative Securities and Difference Methods被引頻次學科排名
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書目名稱Derivative Securities and Difference Methods年度引用學科排名
書目名稱Derivative Securities and Difference Methods讀者反饋
書目名稱Derivative Securities and Difference Methods讀者反饋學科排名
作者: Conduit 時間: 2025-3-21 22:23
https://doi.org/10.1007/978-3-642-78871-0. 2 and 3. An exotic option is an option that is not a vanilla put or call. It usually is traded between companies and banks and not quoted on an exchange. In this case, we usually say that it is traded in the over-the-counter market.作者: accrete 時間: 2025-3-22 02:30
https://doi.org/10.1007/978-1-4614-7306-0Asset Price Models; Black-Scholes Equation; Derivative Securities; Free-Boundary Problems; Jump Conditio作者: 曲解 時間: 2025-3-22 08:02 作者: ordain 時間: 2025-3-22 09:42 作者: 同步信息 時間: 2025-3-22 14:57 作者: 同步信息 時間: 2025-3-22 18:08 作者: glacial 時間: 2025-3-23 00:20 作者: lambaste 時間: 2025-3-23 01:51 作者: 磨坊 時間: 2025-3-23 06:16
https://doi.org/10.1007/978-3-642-78871-0In this chapter, we deal with finite-difference methods for parabolic partial differential equations, including algorithms, stability and convergence analysis, and extrapolation techniques of numerical solutions.作者: Anecdote 時間: 2025-3-23 11:02
https://doi.org/10.1007/978-3-642-78871-0As pointed out in ., when the short-term interest rate is considered as a random variable, there is an unknown function .(., .), called the market price of risk, in the governing equation.作者: 荒唐 時間: 2025-3-23 14:06 作者: 的是兄弟 時間: 2025-3-23 19:46
Interest Rate Derivative SecuritiesThis chapter is devoted to interest rate derivatives. Interest rate derivatives are financial products derived from interest rates. There are various interest rates that will be mentioned in this chapter. Here we first give the meaning of each interest rate and derive some relations among them.作者: 通便 時間: 2025-3-24 00:13 作者: LITHE 時間: 2025-3-24 02:29
Finite-Difference MethodsIn this chapter, we deal with finite-difference methods for parabolic partial differential equations, including algorithms, stability and convergence analysis, and extrapolation techniques of numerical solutions.作者: 粉筆 時間: 2025-3-24 10:32 作者: heterogeneous 時間: 2025-3-24 13:11 作者: Cpr951 時間: 2025-3-24 18:38
https://doi.org/10.1007/978-3-642-78871-0ch 30, 1999, to June 8, 2000. From these figures, we can see the following: the graphs are jagged, and the size of the jags changes all the time. This means that we cannot express . as a smooth function of ., and it is difficult to predict exactly the price at time . from the price before time .. It作者: 招待 時間: 2025-3-24 20:32 作者: Affirm 時間: 2025-3-25 00:17 作者: 狂怒 時間: 2025-3-25 03:19 作者: Iatrogenic 時間: 2025-3-25 11:31
Exotic Options. 2 and 3. An exotic option is an option that is not a vanilla put or call. It usually is traded between companies and banks and not quoted on an exchange. In this case, we usually say that it is traded in the over-the-counter market.作者: Enzyme 時間: 2025-3-25 11:59 作者: 箴言 時間: 2025-3-25 17:39
Initial-Boundary Value and LC Problemsraint condition. Such methods are usually referred to as projected methods for American-style derivatives. Therefore, the two methods are very close, and we also study the projected methods in this chapter.作者: 旋轉(zhuǎn)一周 時間: 2025-3-25 21:35
1616-0533 ntary material: .Request lecturer material: .This book is mainly devoted to finite difference numerical methods for solving partial differential equations (PDEs) models of pricing a wide variety of financial derivative securities. With this objective, the book is divided into two main parts..In the 作者: 子女 時間: 2025-3-26 02:54
https://doi.org/10.1007/978-3-642-78871-0 means that we cannot express . as a smooth function of ., and it is difficult to predict exactly the price at time . from the price before time .. It is natural to think of the price at time . as a random variable. Now let us give a model for such a random variable.作者: Leaven 時間: 2025-3-26 05:35 作者: 六邊形 時間: 2025-3-26 09:58 作者: Affable 時間: 2025-3-26 16:09
https://doi.org/10.1007/978-3-642-78871-0the corporation. Stock prices, especially those of high technology stocks, have large volatilities. However, stocks usually have higher returns than bonds, which attracts people to buy them. Many corporations distribute a small amount of cash to its stockholders in proportion to the number of shares of stock held periodically.作者: Exposition 時間: 2025-3-26 19:26
Introductionthe corporation. Stock prices, especially those of high technology stocks, have large volatilities. However, stocks usually have higher returns than bonds, which attracts people to buy them. Many corporations distribute a small amount of cash to its stockholders in proportion to the number of shares of stock held periodically.作者: 排斥 時間: 2025-3-26 21:24 作者: flammable 時間: 2025-3-27 04:29
Book 2013Latest editionroducts with early exercise feature) linear complementarity and free boundary problems.In each chapter, the techniques related to these mathematical and numerical subjects are applied to a wide variety of financial products. This is a textbook for graduate students following a mathematical finance p作者: 伴隨而來 時間: 2025-3-27 06:46
https://doi.org/10.1007/978-3-642-78871-0tion will be smaller. This method can still be used for free-boundary problems. For them there is another problem. On one side of the free boundary, the price of an American-style derivative satisfies a partial differential equation, and on the other side, it is equal to a given function. Because of作者: 大暴雨 時間: 2025-3-27 09:44 作者: 牌帶來 時間: 2025-3-27 16:17 作者: 摻假 時間: 2025-3-27 20:22
European Style Derivativesch 30, 1999, to June 8, 2000. From these figures, we can see the following: the graphs are jagged, and the size of the jags changes all the time. This means that we cannot express . as a smooth function of ., and it is difficult to predict exactly the price at time . from the price before time .. It作者: 知識分子 時間: 2025-3-28 01:51 作者: Bernstein-test 時間: 2025-3-28 05:17
Initial-Boundary Value and LC Problemsequations. This chapter discusses numerical methods for such problems. If an American option problem is formulated as a linear complementarity problem, then the only difference between solving a European option and an American option is that if the solution obtained by the partial differential equat作者: 不持續(xù)就爆 時間: 2025-3-28 09:05
Free-Boundary Problemse written as a free-boundary problem. In Chap. 8, we have discussed how to solve a linear complementarity problem. Here, we study how to solve a free-boundary problem numerically. Many derivative security problems have a final condition with discontinuous derivatives at some point. In this case, the作者: 使乳化 時間: 2025-3-28 11:59 作者: 甜得發(fā)膩 時間: 2025-3-28 14:51 作者: 新奇 時間: 2025-3-28 22:26
Rudolf Maier,Günther Schmidt model of the movement. The lowest control level needs to be model-based in order to match the specifics of the musculo-skeletal system. The hierarchical hybrid control is inherently predictive adaptive controller that, if properly designed, could results with effective generation of segment movemen作者: Focus-Words 時間: 2025-3-29 02:20 作者: fledged 時間: 2025-3-29 05:04 作者: 摻假 時間: 2025-3-29 09:40
Inheritance,class name by using a colon followed by the . keyword, and the name of the class to inherit from. Rectangle then becomes a base class of Square, which in turn becomes a derived class of Rectangle. In addition to its own members, Square gains all accessible members in Rectangle, except for its constr作者: 完成才能戰(zhàn)勝 時間: 2025-3-29 13:41
Introduction,rization. To avoid broad generalisations which would scarcely be valid for so many writers over such a long period of time, I will break my account into three sections: the reign of Charles II, 1660–1685; 1685 until the Stage Licensing Act of 1737; and 1737 until 1800, or thereabouts.作者: 抓住他投降 時間: 2025-3-29 16:52
