Numerical Methods in Computational Finance: A Partial Differential Equation (Pde/Fdm) Approach Contributor(s): Duffy, Daniel J. (Author) |
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ISBN: 1119719674 ISBN-13: 9781119719670 Publisher: Wiley OUR PRICE: $90.25 Product Type: Hardcover - Other Formats Published: March 2022 |
Additional Information |
BISAC Categories: - Business & Economics | Finance - Financial Engineering - Business & Economics | Corporate Finance - General |
Dewey: 658.15 |
LCCN: 2021042737 |
Physical Information: 1.57" H x 6.85" W x 9.69" (2.55 lbs) 544 pages |
Descriptions, Reviews, Etc. |
Publisher Description: 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 these PDEs and then map these algorithms to C++ and C#. Written in an incremental way in order to facilitate a range of readers at various skill levels and experience, each chapter contains hands-on exercises and projects that form an integral part of the text. The book consists of eight parts. Each part contains several chapters and deals with a single autonomous topic:
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