Tracked shipping to South Africa with premium packaging for just R199 

Ship to
South Africa
0

My Account

  • argentina
  • chile
  • colombia
  • españa
  • méxico
  • perú
  • estados unidos
  • internacional

menu

Select your country

Americas

Europe

Rest of the world

portada finite difference methods in financial engineering: a partial differential equation approach
Type
Physical Book
Author
Publisher
Language
English
Pages
440.00
Format
Hardcover
Dimensions
24.8x17.2x3.1 cm
Weight
1.00 kg.
ISBN
0470858826
ISBN13
9780470858820
Categories

finite difference methods in financial engineering: a partial differential equation approach

Daniel J. Duffy (Author) · Wiley · Hardcover

finite difference methods in financial engineering: a partial differential equation approach - Duffy, Daniel J.

Cheaper New Book Imported to South Africa
Delivery: 23 Sep - 01 Oct Shipping: 7 to 8 business days.
R 1,691
Faster New Book Imported to South Africa
Delivery: 22 Sep - 30 Sep Shipping: 6 to 7 business days.
R 1,725
R 1,691

Choose the list to add your product or create one New List

Go to My Wishlists
Calculate shipping cost

Synopsis "finite difference methods in financial engineering: a partial differential equation approach"

this book is concerned with the application of finite difference schemes and methods (fdm) to the partial differential equations that model derivative products in the financial markets.  fdm have been applied to compute solutions to problems in areas such as fluid mechanics, heat transfer etc. but it is also a valuable method that can be applied to financial engineering. this book will describe, in a step-by-step fashion, how robust and accurate numerical methods are motivated and applied to pricing financial derivative products.  the focus will be on real-world derivative products such as vanilla and exotic options, credit and interest rate derivatives.  the book will be accompanied by a cd containing c++ source code and executable programs. paul wilmott wrote:  definitely a very important book. theres nothing as sophisticated as this in the financial world yet. although plenty, and even more sophisticated, in the general numerical analysis literature. will sell extremely well. it should be a must-have book. peter carr, courant institute, ny the author definitely knows what he is doing.  send me the book!

Customers reviews

More customer reviews
  • 0% (0)
  • 0% (0)
  • 0% (0)
  • 0% (0)
  • 0% (0)

Frequently Asked Questions about the Book

Is the book original?

All books in our catalog are Original.

In what language is the book written?

The book is written in English.

What is the format of this book?

The binding of this edition is Hardcover.

Questions and Answers about the Book

Do you have a question about the book? Login to be able to add your own question.

Opinions about Bookdelivery

More customer reviews