Numerical Methods in Computational Finance

Numerical Methods in Computational Finance

A Partial Differential Equation Approach

by Daniel J. Duffy
3/5

Numerical Methods in Computational Finance: A Partial Differential Equation (PDE/FDM) Approach defines a repeatable process to introduce PDEs in finance, analyse them mathematically, devise robust and accurate numerical algorithms to approximate th.

First published
2021
Publishers
Wiley & Sons· Incorporated· John
Language
English

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