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[null,"1.","Record Nr.",null,"UNINA9910704116003321"]
[null,null,"Autore",null,"Fischer R. P (Richard Philip), <1910-1991, >"]
[null,null,"Titolo",null,"Vanadium deposits of Colorado and Utah : a preliminary report / / by Richard P. Fischer ; prepared in cooperation with the State of Colorado and the Colorado Metal Mining Fund"]
[null,null,"Pubbl/distr/stampa",null,"[Washington, D.C.] : , : United States Department of the Interior, Geological Survey, , 1942"]
[{"$nulls":4},"Washington : , : United States Government Printing Office"]
[null,null,"Descrizione fisica",null,"1 online resource (iv, 363-394 pages, 53-57 pages of plates) : illustrations, maps (some color)"]
[null,null,"Collana",null,"Bulletin / United States Department of the Interior, Geological Survey ; ; 936-P"]
[null,null,"Soggetti",null,"Vanadium - Colorado"]
[{"$nulls":4},"Vanadium - Utah"]
[{"$nulls":4},"Mines and mineral resources - Colorado"]
[{"$nulls":4},"Mines and mineral resources - Utah"]
[{"$nulls":4},"Mines and mineral resources"]
[{"$nulls":4},"Vanadium"]
[{"$nulls":4},"Colorado"]
[{"$nulls":4},"Utah"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Title from title screen (viewed July 10, 2014)."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references."]
[null,"2.","Record Nr.",null,"UNINA9910735384803321"]
[null,null,"Titolo",null,"Derivative securities and difference methods / / You-lan Zhu ... [et al.]"]
[null,null,"Pubbl/distr/stampa",null,"New York, : Springer, 2013"]
[null,null,"ISBN",null,"1-4614-7306-3"]
[null,null,"Edizione",null,"[2nd ed.]"]
[null,null,"Descrizione fisica",null,"1 online resource (xxii, 647 pages) : illustrations (some color)"]
[null,null,"Collana",null,"Springer finance, , 1616-0533"]
[null,null,"Disciplina",null,"332.645701515625"]
[null,null,"Soggetti",null,"Derivative securities"]
[{"$nulls":4},"Difference equations"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","\"ISSN: 1616-0533.\""]
[{"$nulls":4},"\"ISSN: 2195-0687 (electronic).\""]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"pt. I. Partial differential equations in finance -- pt. II. Numerical methods for derivative securities."]
[null,null,null,"Sommario/riassunto","This 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 "]
[{"$nulls":4},"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 ."]