Numerical methods in computational finance a partial differential equation (PDE/FDM) approach

"Ordinary differential equations and partial differential equations form the basis for modelling many kinds of phenomena in areas such as science, engineering, computational finance and more generally, mathematical physics. There are currently no books on the market which can guide a reader wit...

Полное описание

Библиографические подробности
Главный автор: Duffy, Daniel J. (Автор)
Формат:
Язык:English
Опубликовано: Chichester, West Sussex, United Kingdom John Wiley & Sons Ltd. 2022.
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