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

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This is today's most complete and practical guide to finite difference methods and its applications to derivatives. The application of finite difference methods (FDM), long popular in areas such as fluid mechanics and heat transfer, has become increasingly vital for pricing derivative products...

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Bibliographic Details
Main Author: Duffy, Daniel J.
Format: eBook
Language:English
Published: Chichester, England ; Hoboken, NJ : John Wiley, ©2006.
Subjects:
Financial engineering > Mathematics.
Derivative securities > Prices > Mathematical models.
Finite differences.
Differential equations, Partial > Numerical solutions.
CD-ROMs.
Electronic books.
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Call Number: HG176.7 .D84 2006eb
 
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HG176.7 .D84 2006eb Available