LEADER 02743nam 2200565 450 001 9910789028903321 005 20230803034437.0 010 $a0-9899334-3-1 035 $a(CKB)3710000000087932 035 $a(EBL)1635550 035 $a(OCoLC)870950936 035 $a(SSID)ssj0001400034 035 $a(PQKBManifestationID)11743078 035 $a(PQKBTitleCode)TC0001400034 035 $a(PQKBWorkID)11458927 035 $a(PQKB)10476801 035 $a(MiAaPQ)EBC1635550 035 $a(Au-PeEL)EBL1635550 035 $a(CaPaEBR)ebr10837750 035 $a(OCoLC)889304777 035 $a(EXLCZ)993710000000087932 100 $a20140810h20132013 uy 1 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aBankers, brokers, and charlatans /$fJamie d'Antioc 210 1$aGeneva, Switzerland :$cArcadian Lifestyle,$d2013. 210 4$dİ2013 215 $a1 online resource (440 p.) 300 $aDescription based upon print version of record. 311 $a0-9885196-1-5 327 $aCover; Bankers, Brokers and Charlatans; Introduction; Screwing Methods; Chapter 1; Chapter 2; Chapter 3; Chapter 4; Chapter 5; Chapter 6; Chapter 7; Chapter 8; Chapter 9; Chapter 10; Chapter 11; Chapter 12; Chapter 13; Chapter 14; Chapter 15; Chapter 16; Chapter 17; Chapter 18; Chapter 19; Chapter 20; Chapter 21; Chapter 22; Chapter 23; Chapter 24; Chapter 25; Chapter 26; Chapter 27; Chapter 28; Chapter 29; Chapter 30; Chapter 31; Chapter 32; Chapter 33; Chapter 34; Chapter 35; Chapter 36; Chapter 37; Chapter 38; Chapter 39; Chapter 40; Epilogue; Appendix: Screwing Methods 330 $aThe tale of Jimmy-Bob is a cautionary one. Barely a semester into his new life at college, a small-town boy from the dusty backwaters of Texas discovers a secret that will change his life forever. Young and nai?ve, Jimmy- Bob is asked to pick his way through the murky swamp of the past to try and build himself a future. His newfound mentor is an Italian called Romano, whose wisdom and experience seem ever a trap to ensnare the new prote?ge?e. The women in his life, his first love, Tammy-Lynn, and loyal sister, Betsy, are ready to take the plunge with him. However, when Jimmy-Bob finally begins to 606 $aBankers$zUnited States 606 $aBanks and banking$zUnited States 606 $aBrokers$zUnited States 615 0$aBankers 615 0$aBanks and banking 615 0$aBrokers 676 $a332.10973 700 $aD'Antioc$b Jamie$01528090 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910789028903321 996 $aBankers, brokers, and charlatans$93771499 997 $aUNINA LEADER 03744nam 2200517 a 450 001 9910735384803321 005 20200520144314.0 010 $a1-4614-7306-3 024 7 $a10.1007/978-1-4614-7306-0 035 $a(OCoLC)852473050 035 $a(MiFhGG)GVRL6WIO 035 $a(CKB)2670000000400674 035 $a(MiAaPQ)EBC1317768 035 $a(EXLCZ)992670000000400674 100 $a20130502d2013 uy 0 101 0 $aeng 135 $aurun|---uuuua 181 $ctxt 182 $cc 183 $acr 200 00$aDerivative securities and difference methods /$fYou-lan Zhu ... [et al.] 205 $a2nd ed. 210 $aNew York $cSpringer$d2013 215 $a1 online resource (xxii, 647 pages) $cillustrations (some color) 225 0$aSpringer finance,$x1616-0533 300 $a"ISSN: 1616-0533." 300 $a"ISSN: 2195-0687 (electronic)." 311 $a1-4899-9093-3 311 $a1-4614-7305-5 320 $aIncludes bibliographical references and index. 327 $apt. I. Partial differential equations in finance -- pt. II. Numerical methods for derivative securities. 330 $aThis book is mainly devoted to finite difference numerical methods for solving partial differential equation (PDE) models of pricing a wide variety of financial derivative securities. With this objective, the book is divided into two main parts. In the first part, after an introduction concerning the basics on derivative securities, the authors explain how to establish the adequate PDE initial/initial-boundary value problems for different sets of derivative products (vanilla and exotic options, and interest rate derivatives). For many option problems, the analytic solutions are also derived with details. The second part is devoted to explaining and analyzing the application of finite differences techniques to the financial models stated in the first part of the book. For this, the authors recall some basics on finite difference methods, initial boundary value problems, and (having in view financial products with early exercise feature) linear complementarity and free boundary problems. In each chapter, the techniques related to these mathematical and numerical subjects are applied to a wide variety of financial products. This is a textbook for graduate students following a mathematical finance program as well as a valuable reference for those researchers working in numerical methods of financial derivatives. 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. Review of first edition: ??the book is highly well designed and structured as a textbook for graduate students following a mathematical finance program, which includes Black-Scholes dynamic hedging methodology to price financial derivatives. Also, it is a very valuable reference for those researchers working in numerical methods in financial derivatives, either with a more financial or mathematical background." -- MATHEMATICAL REVIEWS, 2005 . 410 0$aSpringer finance. 606 $aDerivative securities 606 $aDifference equations 615 0$aDerivative securities. 615 0$aDifference equations. 676 $a332.645701515625 701 $aZhu$b Youlan$0287922 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910735384803321 996 $aDerivative Securities and Difference Methods$93413752 997 $aUNINA