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Record Nr. |
UNINA9910145039503321 |
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Autore |
Duffy Daniel J |
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Titolo |
Finite difference methods in financial engineering [[electronic resource] ] : a partial differential equation approach / / Daniel J. Duffy |
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Pubbl/distr/stampa |
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Chichester, England ; ; Hoboken, NJ, : John Wiley, c2006 |
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ISBN |
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1-118-85648-1 |
1-118-67344-1 |
1-280-41120-1 |
9786610411207 |
0-470-85883-4 |
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Descrizione fisica |
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1 online resource (441 p.) |
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Collana |
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Classificazione |
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Disciplina |
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Soggetti |
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Financial engineering - Mathematics |
Derivative securities - Prices - Mathematical models |
Finite differences |
Differential equations, Partial - Numerical solutions |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. [409]-416) and index. |
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Nota di contenuto |
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0 Goals of this Book and Global Overview; Contents; 0.1 What is this Book?; 0.2 Why has this Book Been Written?; 0.3 For Whom is this Book Intended?; 0.4 Why Should I Read this Book?; 0.5 The Structure of this Book; 0.6 What this Book Does Not Cover; 0.7 Contact, Feedback and More Information; Part I The Continuous Theory Of Partial DifferentialI Equations; 1 An Introduction to Ordinary Differential Equations; 1.1 Introduction and Objectives; 1.2 Two-Point Boundary Value Problem; 1.2.1 Special Kinds of Boundary Condition; 1.3 Linear Boundary Value Problems; 1.4 Initial Value Problems |
1.5 Some Special Cases1.6 Summary and Conclusions; 2 An Introduction to Partial Differential Equations; 2.1 Introduction and Objectives; 2.2 Partial Differential Equations; 2.3 Specialisations; 2.3.1 Elliptic Equations; 2.3.2 Free Boundary Value Problems; 2.4 Parabolic Partial Differential Equations; 2.4.1 Special Cases; 2.5 Hyperbolic |
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