Springer Finance - Derivative Securities and Difference Methods
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9781461473053, 9781461473060
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Interest Rate Derivative Securities

2013 ◽  
pp. 277-345
Author(s):  
You-lan Zhu ◽  
Xiaonan Wu ◽  
I-Liang Chern ◽  
Zhi-zhong Sun
Keyword(s):  
Interest Rate ◽  
Derivative Securities ◽  
Interest Rate Derivative

American Style Derivatives

2013 ◽  
pp. 105-157
Author(s):  
You-lan Zhu ◽  
Xiaonan Wu ◽  
I-Liang Chern ◽  
Zhi-zhong Sun
Keyword(s):  
American Style

European Style Derivatives

2013 ◽  
pp. 17-103
Author(s):  
You-lan Zhu ◽  
Xiaonan Wu ◽  
I-Liang Chern ◽  
Zhi-zhong Sun

Exotic Options

2013 ◽  
pp. 159-275
Author(s):  
You-lan Zhu ◽  
Xiaonan Wu ◽  
I-Liang Chern ◽  
Zhi-zhong Sun
Keyword(s):  
Exotic Options

Introduction

2013 ◽  
pp. 3-15
Author(s):  
You-lan Zhu ◽  
Xiaonan Wu ◽  
I-Liang Chern ◽  
Zhi-zhong Sun

Finite-Difference Methods

2013 ◽  
pp. 391-444
Author(s):  
You-lan Zhu ◽  
Xiaonan Wu ◽  
I-Liang Chern ◽  
Zhi-zhong Sun
Keyword(s):  
Finite Difference ◽  
Finite Difference Methods ◽  
Difference Methods

Free-Boundary Problems

2013 ◽  
pp. 535-604
Author(s):  
You-lan Zhu ◽  
Xiaonan Wu ◽  
I-Liang Chern ◽  
Zhi-zhong Sun
Keyword(s):  
Free Boundary ◽  
Free Boundary Problems ◽  
Boundary Problems

Basic Numerical Methods

2013 ◽  
pp. 349-389
Author(s):  
You-lan Zhu ◽  
Xiaonan Wu ◽  
I-Liang Chern ◽  
Zhi-zhong Sun
Keyword(s):  
Numerical Methods

Initial-Boundary Value and LC Problems

2013 ◽  
pp. 445-534
Author(s):  
You-lan Zhu ◽  
Xiaonan Wu ◽  
I-Liang Chern ◽  
Zhi-zhong Sun
Keyword(s):  
Boundary Value ◽  
Initial Boundary ◽  
Initial Boundary Value

Interest Rate Modeling

2013 ◽  
pp. 605-636
Author(s):  
You-lan Zhu ◽  
Xiaonan Wu ◽  
I-Liang Chern ◽  
Zhi-zhong Sun
Keyword(s):  
Interest Rate
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