Finite difference methods in financial engineering:
Duffy, Danie J.
Finite difference methods in financial engineering: A partial differential equation approach/ Danie J. Duffy - New Delhi. John Wiley and Sons, Ltd. c2006. - xv. 423p.: ill.:
Include Bibliography and index.
9780470858820
Financial engineering --mathematics
Derivative securities --mathematics models.--prices
Finite differences
Differential equation, partial --Numerical solutions.
Finite difference methods in financial engineering: A partial differential equation approach/ Danie J. Duffy - New Delhi. John Wiley and Sons, Ltd. c2006. - xv. 423p.: ill.:
Include Bibliography and index.
9780470858820
Financial engineering --mathematics
Derivative securities --mathematics models.--prices
Finite differences
Differential equation, partial --Numerical solutions.