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Derivative Securities and Difference Methods
Paperback
Series: Springer Finance
Investing & FinanceGeneral Mathematics
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ISBN13: 9781441919250
Publisher: Springer
Published: May 26 2011
Pages: 513
Weight: 1.62
Height: 1.07 Width: 6.10 Depth: 9.25
Language: English
This book provides an overview of the theory of pricing financial derivatives and presents finite difference methods for numerically approximating derivative prices.
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