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Finite difference methods in financial engineering : a partial differential equation approach /

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Bibliographic Details
Main Author: Duffy, Daniel J.
Format: Book
Language:English
Published: Chichester, England ; Hoboken, NJ : John Wiley, [2006]
Series:Wiley finance series.
Subjects:
Financial engineering > Mathematics.
Derivative securities > Prices > Mathematical models.
Finite differences.
Differential equations, Partial > Numerical solutions.
Online Access:Table of contents
Description
Physical Description:xv, 423 pages : illustrations ; 25 cm. + 1 CD-ROM.
Bibliography:Includes bibliographical references (pages [409]-416) and index.
ISBN:0470858826