The time-discrete method of lines for options and bonds : a PDE approach

著者

• Meyer, Gunter H.

書誌事項

The time-discrete method of lines for options and bonds : a PDE approach

Gunter H. Meyer

World Scientific, c2015

注記

Includes bibliographical references (p. 261-[264]) and index

• NII書誌ID(NCID): BB20879703
• ISBN:
  • 9789814619677
• LCCN: 2014029166
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: New Jersey
• ページ数/冊数: xv, 269 p.
• 大きさ: 24 cm
• 分類:
  • LCC : HG6024.A3
  • DC23 : 332.64/5701183
• 件名:
  • LCSH : Derivative securities -- Mathematical models
  • LCSH : Options (Finance) -- Mathematical models
  • LCSH : Bonds -- Mathematical models
  • LCSH : Discrete-time systems
  • LCSH : Differential equations, Partial