Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach Book + PRICE WATCH * Amazon pricing is not included in price watch

Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach Book

This is today's most complete and practical guide to finite difference methods and its applications to derivatives. The application of finite difference methods (FDM) long popular in areas such as fluid mechanics and heat transfer has become increasingly vital for pricing derivative products in today's global markets.Read More

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  • Blackwell

    Today's most complete and practical guide to finite difference methods and its applications to derivatives The application of finite difference methods (FDM), long popular in areas such as fluid mechanics and heat transfer, has become...

  • 0470858826
  • 9780470858820
  • Daniel J. Duffy
  • 31 March 2006
  • John Wiley & Sons
  • Hardcover (Book)
  • 440
  • Har/Cdr
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