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Cover image for Numerical methods in computational finance : a partial differential equation (PDE/FDM) approach
Title:
Numerical methods in computational finance : a partial differential equation (PDE/FDM) approach
Author:
Duffy, Daniel J., author
ISBN:
9781119719694

9781119719731

9781119719724

9781119719670
Physical Description:
1 online resource (xxiii, 520 pages) : illustrations.
Abstract:
"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."-- Provided by publisher
Local Note:
John Wiley and Sons
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E-Book 597039-1001 HG176.7 .D846 2022
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