
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
Genre:
Electronic Access:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119719731Copies:
Available:*
Library | Material Type | Item Barcode | Shelf Number | Status | Item Holds |
|---|---|---|---|---|---|
Searching... | E-Book | 597039-1001 | HG176.7 .D846 2022 | Searching... | Searching... |
