TY  - BOOK
AU  - Duffy, Danie J.
TI  - Finite difference methods in financial engineering: A partial differential equation approach
SN  - 9780470858820
PY  - 2006///
CY  - New Delhi.
PB  - John Wiley and Sons, Ltd.
KW  - Financial engineering
KW  - mathematics
KW  - Derivative securities
KW  - prices
KW  - mathematics models
KW  - Finite differences
KW  - Differential equation, partial
KW  - Numerical solutions
N1  - Include Bibliography and index
ER  -