(Read free) Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach (The Wiley Finance Series)
• Daniel J. Duffy •
| #3015767 in eBooks | 2007-12-10 | 2007-12-10 | File Name: B000Q7ZFI4 | PDF # 1
||4 of 7 people found the following review helpful.| A practical approach to finite difference methods|By Kindle Customer|This book proved to be a useful reference for practical implementation of finite-difference methods for PDEs: several one- and multi-factor financial derivatives pricing models, including local volatility models and models with stochastic volatilities. The methods described in the text are stable, accurate|From the Back Cover|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
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 such as plain and exotic options, interest rate derivatives, real options and many others. Gone are the days when it was possible to price these derivatives analytically. For most...
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You can specify the type of files you want, for your gadget.Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach (The Wiley Finance Series) | Daniel J. Duffy. I really enjoyed this book and have already told so many people about it!
