Book Details


Numerical Methods in Computational Finance: A Partial Differential Equation (PDE/FDM) Approach / Daniel J. Duffy

Publication year: 2022

ISBN: 1119719674

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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.

Subject: Finance, Investment, Finance & Investments, Financial Engineering, Mathematics, Computational Mathematics