デリバティブと差分法（第２版）
Derivative Securities and Difference Methods
Springer Finance
Zhu, Y.-l.
Wu, X.
Chern, I.-L.
- 出版社：Springer
- 出版年月：2013年 07月
- ISBN：9781461473053
- 装丁：HRD
-
装丁について
- 言語：ENG
- 版次：2ND
- 巻数・ページ数：635 p.
- DDC分類：511
- 内容紹介：
-
For this new edition, the book has been updated throughout with many new problems added. More details about numerical methods for some options, for example, Asian options with discrete sampling, are provided and the proof of solution-uniqueness of derivative security problems and the complete stability analysis of numerical methods for two-dimensional problems are added.