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Derivative Securities and Difference Methods

Overview of attention for book
Cover of 'Derivative Securities and Difference Methods'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 European Style Derivatives
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    Chapter 3 American Style Derivatives
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    Chapter 4 Exotic Options
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    Chapter 5 Interest Rate Derivative Securities
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    Chapter 6 Basic Numerical Methods
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    Chapter 7 Finite-Difference Methods
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    Chapter 8 Initial-Boundary Value and LC Problems
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    Chapter 9 Free-Boundary Problems
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    Chapter 10 Interest Rate Modeling
Attention for Chapter 5: Interest Rate Derivative Securities
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