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...

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Detalles Bibliográficos
Otros Autores: Duffy, Daniel J., autor (autor)
Formato: Libro electrónico
Idioma:Inglés
Publicado: Chichester, West Sussex, United Kingdom : Wiley 2022.
Colección:Wiley ebooks.
Acceso en línea:Conectar con la versión electrónica
Ver en Universidad de Navarra:https://innopac.unav.es/record=b46303273*spi
Descripción
Sumario:"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 with no prior knowledge of PDEs through the basics and onto advanced applications."--
Notas:Incluye índice.
Descripción Física:1 recurso electrónico
Formato:Forma de acceso: World Wide Web.
ISBN:9781119719731