Finite Difference Methods in Financial Engineering

Finite Difference Methods in Financial E

📁 Finite Difference Methods in Financial Engineering

✍ Daniel J. Duffy 📂 Library 📅 2006 🏛 Wiley 🌐 English

The world of quantitative finance (QF) is one of the fastest growing areas of research and its practical applications to derivatives pricing problem. Since the discovery of the famous Black-Scholes equation in the 1970's we have seen a surge in the number of models for a wide range of products such

Finite difference methods in financial e

📁 Finite difference methods in financial engineering. A PDE approach

✍ Daniel J. Duffy 📂 Library 📅 2006 🏛 Wiley 🌐 English

The world of quantitative finance (QF) is one of the fastest growing areas of research and its practical applications to derivatives pricing problem. Since the discovery of the famous Black-Scholes equation in the 1970's we have seen a surge in the number of models for a wide range of products such

Finite Difference Methods in Financial E

📁 Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach

✍ Daniel J. Duffy 📂 Library 📅 2006 🏛 Wiley 🌐 English

The world of quantitative finance (QF) is one of the fastest growing areas of research and its practical applications to derivatives pricing problem. Since the discovery of the famous Black-Scholes equation in the 1970's we have seen a surge in the number of models for a wide range of products such

Pricing Financial Instruments: The Finit

📁 Pricing Financial Instruments: The Finite Difference Method

✍ Domingo Tavella, Curt Randall 📂 Library 📅 2000 🏛 Wiley 🌐 English

As financial modelling becomes more complicated and deeply dependent upon mathematics, computational finance has become an increasingly popular discipline. This book covers both theoretical and practical aspects, presenting a quantitative approach to risk management. It encompasses the algorithmic a

Computational Methods in Engineering: Fi

📁 Computational Methods in Engineering: Finite Difference, Finite Volume, Finite Element, and Dual Mesh Control Domain Methods

✍ J.N. Reddy 📂 Library 📅 2024 🏛 CRC Press 🌐 English

Computational Methods in Engineering: Finite Difference, Finite Volume, Finite Element, and Dual Mesh Control Domain Methods provides readers with the information necessary to choose appropriate numerical methods to solve a variety of engineering problems. Explaining common numerical methods in an a

Computational Methods in Engineering. Fi

📁 Computational Methods in Engineering. Finite Difference, Finite Volume, Finite Element, and Dual Mesh Control Domain Methods

✍ J. N. Reddy 📂 Library 📅 2024 🏛 CRC Press 🌐 English