Finite difference methods in financial engineering : a partial differential equation approach /
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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| Format: | eBook |
| Language: | English |
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Chichester, England ; Hoboken, NJ :
John Wiley,
©2006.
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| Online Access: | Connect to the full text of this electronic book |
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