{"product_id":"9781489990938","title":"Derivative Securities and Difference Methods","description":"\u003cp\u003eThis book studies pricing financial derivatives with a partial differential equation approach. The treatment is mathematically rigorous and covers a variety of topics in finance including forward and futures contracts, the Black-Scholes model, European and American type options, free boundary problems, lookback options, interest rate models, interest rate derivatives, swaps, caps, floors, and collars. Each chapter concludes with exercises.\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e","brand":"Springer New York","offers":[{"title":"Default Title","offer_id":47032776327408,"sku":"9781489990938","price":149.0,"currency_code":"USD","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0737\/7593\/9824\/files\/9781489990938_p0.jpg?v=1763655337","url":"https:\/\/shop-qa.barnesandnoble.com\/products\/9781489990938","provider":"Barnes \u0026 Noble (DEV)","version":"1.0","type":"link"}