Finite difference methods in financial engineering : a partial differential equation approach /

"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...

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Detalles Bibliográficos
Autor principal: Duffy, Daniel J.
Formato: Libro
Lenguaje:Inglés
Publicado: Chichester, England ; Hoboken, NJ : John Wiley, c2006.
Colección:Wiley finance series.
Materias:
Financial engineering > Mathematics.
Derivative securities > Prices > Mathematical models.
Finite differences.
Differential equations, Partial > Numerical solutions.
Ingeniería financiera > Matemáticas.
Derivados financieros > Precios > Modelos matemáticos.
Diferencias finitas.
Ecuaciones diferenciales parciales > Soluciones numéricas.
Aporte de:Registro referencial: Solicitar el recurso aquí
Biblioteca Max von Buch (UdeSA) de Universidad de San Andrés

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