- 出版社：World Scientific Publishing Co Pte Ltd
- 出版年月：2014年 11月
- ISBN：9789814619677
- 装丁：HRD
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装丁について
- 言語：ENG
- 巻数・ページ数：288 p.
- DDC分類：332.6457
- 内容紹介：
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Contents - Properties of Solutions of the PDEs of Finance; Acceptable Boundary Conditions; Numerical Solution with a Locally One-Dimensional Free Boundary Solver; European and American Puts and Calls; Bonds and Bond Options for One-Factor Interest Rate Models; Stochastic Volatility Models; American Options on Two Assets; Front Tracking in Cartesian and Polar Coordinates.