Numerical Partial Differential Equations in Finance Π΅xplained. An Introduction to Computational Finance
β Scribed by Karel in βt Hout
- Publisher
- Palgrave MacMillan
- Year
- 2017
- Tongue
- English
- Leaves
- 131
- Category
- Library
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
<p><p>This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). It provides readers with an easily accessible text explaining main concepts, models, methods and results that arise in this approach. In k
This book is a detailed and step-by-step introduction to the mathematical foundations of ordinary and partial differential equations, their approximation by the finite difference method and applications to computational finance. The book is structured so that it can be read by beginners, novices and
<p><b>Numerical Methods for Partial Differential Equations: An Introduction</b></p> <p>Vitoriano Ruas, Sorbonne UniversitΓ©s, UPMC - UniversitΓ© Paris 6, France</p> <p><b><i>A comprehensive overview of techniques for the computational solution of PDE's<br></i></b><i><br>Numerical Methods for Partial D
<p><span>This textbook introduces the study of partial differential equations using both analytical and numerical methods. By intertwining the two complementary approaches, the authors create an ideal foundation for further study. Motivating examples from the physical sciences, engineering, and econ
This textbook introduces the study of partial differential equations using both analytical and numerical methods. By intertwining the two complementary approaches, the authors create an ideal foundation for further study. Motivating examples from the physical sciences, engineering, and economics com