Основной контент книги Numerical Methods in Computational Finance
Text
Volume 2344 pages
Numerical Methods in Computational Finance
A Partial Differential Equation (PDE/FDM) Approach
author
Daniel J. Duffy
$108.65
About the book
This book is a detailed and step-by-step introduction to the mathematical foundations of ordinary and partial differential equations, their approximation by the finite difference method and applications to computational finance. The book is structured so that it can be read by beginners, novices and expert users.
Part A Mathematical Foundation for One-Factor Problems
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Age restriction:
0+Volume:
2344 p. 3108 illustrationsISBN:
9781119719724Publisher:
Copyright holder:
John Wiley & Sons Limited