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Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach (The Wiley Finance Series) (edit title/settings)

by Daniel J. Duffy (Author) (edit contributors)

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The world of quantitative finance (QF) is one of the fastest growing areas of research and its practical applications to derivatives pricing problem. Since the discovery of the famous Black-Scholes equation in the 1970's we have seen a surge in the number of models for a wide range of products... read more

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The goal of this book is to develop robust, accurate and efficient numerical methods to price a number of derivative products in quantitative finance.

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  1. Daniel J. Duffy (Author)

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