Derivative Securities and Difference Methods

In the past three decades, great progress has been made in the theory and prac­ tice of financial derivative securities. Now huge volumes of financial derivative securities are traded on the market every day. This causes a big demand for experts who know how to price financial derivative securities. This book is designed as a textbook for graduate students in a mathematical finance pro­ gram and as a reference book for the people who already work in this field. We hope that a person who has stud