Numerical methods in computational finance : a partial differential equation (PDE/FDM) approach /

"Ordinary differential equations and partial differential equations form the basis for modelling many kinds of phenomena in areas such as science, engineering, computational finance and more generally, mathematical physics. There are currently no books on the market which can guide a reader wit...

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Bibliographic Details
Main Authors: Duffy, Daniel J.
Published: John Wiley & Sons, Ltd.,
Publisher Address: Chichester, West Sussex, United Kingdom :
Publication Dates: 2022.
Literature type: Book
Language: English
Series: Wiely finance
Subjects:
Summary: "Ordinary differential equations and partial differential equations form the basis for modelling many kinds of phenomena in areas such as science, engineering, computational finance and more generally, mathematical physics. There are currently no books on the market which can guide a reader with no prior knowledge of PDEs through the basics and onto advanced applications."--
Carrier Form: xxiii, 520 pages : illustrations ; 25 cm.
Bibliography: Includes bibliographical references (pages 497-504) and index.
ISBN: 9781119719670
1119719674
Index Number: HG176
CLC: F830.49
Call Number: F830.49/D858