Finite difference methods in financial engineering : a partial differential equation approach
by
 
Duffy, Daniel J.

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

Author
: 
Duffy, Daniel J.

ISBN
: 
9780470858837
 
9781118673447

Physical Description
: 
1 online resource (xv, 423 pages) : illustrations.

Series
: 
Wiley finance series
 
Wiley finance series.

Subject Term
: 
Financial engineering -- Mathematics.
 
Derivative securities -- Prices -- Mathematical models.
 
Finite differences.
 
Differential equations, Partial -- Numerical solutions.
 
Différences finies.
 
Ingénierie financière -- Mathématiques.
 
Instruments dérivés (Finances) -- Prix -- Modèles mathématiques.
 
Équations aux dérivées partielles -- Solutions numériques.
 
Derivat (Wertpapier) (DE-588)4381572-8
 
Finite-Differenzen-Methode. (DE-588)4194626-1
 
Partielle Differentialgleichung. (DE-588)4044779-0
 
Derivat (Wertpapier)
 
Finite-Differenzen-Methode.
 
Partielle Differentialgleichung.

Genre
: 
CD-ROMs.

Electronic Access
: 
Wiley Online Library


LibraryMaterial TypeItem BarcodeShelf Number[[missing key: search.ChildField.HOLDING]]Status
Online LibraryE-Book424254-1001ONLINEElektronik Kütüphane