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

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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:

Electronic Access:

Wiley Online Library

Holds:
Copies:

Available:*

Library	Material Type	Item Barcode	Shelf Number	Status	Item Holds
Searching... Online Library	E-Book	424254-1001	ONLINE	Searching... Unknown	Searching... Unavailable

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