000 00686nam a22001817a 4500
999 _c37035
_d37035
008 231123b ||||| |||| 00| 0 eng d
020 _a9780470858820
100 _aDuffy, Danie J.
245 _aFinite difference methods in financial engineering:
_bA partial differential equation approach/
_cDanie J. Duffy
260 _aNew Delhi.
_bJohn Wiley and Sons, Ltd.
_cc2006.
300 _axv. 423p.:
_bill.:
500 _aInclude Bibliography and index.
650 _aFinancial engineering
_vmathematics
650 _aDerivative securities
_vprices
_xmathematics models.
650 _aFinite differences
650 _aDifferential equation, partial
_vNumerical solutions.
942 _cBK