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This book introduces finite difference methods for both ordinary differential equations (ODEs) and partial differential equations (PDEs) and discusses the simil
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Helping readers accurately price a vast array of derivatives, this self-contained text explains how to solve complex functional equations through numerical meth
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Type: BOOK - Published: 2022-03-14 - Publisher: John Wiley & Sons
This book is a detailed and step-by-step introduction to the mathematical foundations of ordinary and partial differential equations, their approximation by the
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This text provides a thorough treatment of futures, 'plain vanilla' options and swaps as well as the use of exotic derivatives and interest rate options for spe