Numerical Methods in Computational Finance : A Partial Differential Equation (Pde/Fdm) Approach

Language: English

Published by Wiley Mär 2022, 2022

1119719674 / 9781119719670

  • Hardcover
  • New
See all details

Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

5-star seller

AbeBooks seller since August 14, 2006

Hardcover

Condition: New

£ 104.97

£ 35.99 shipping 
Ships from Germany to U.S.A.

Quantity: 2 available

Add to basket
Free 30-day returns

Item description from seller

Neuware - This book is a detailed and step-by-step introduction to the mathematical foundations of ordinary and partial differential equations, their approximation by the finite difference method and applications to computational finance. The book is structured so that it can be read by beginners, novices and expert users.Part A Mathematical Foundation for One-Factor ProblemsChapters 1 to 7 introduce the mathematical and numerical analysis concepts that are needed to understand the finite difference method and its application to computational finance.Part B Mathematical Foundation for Two-Factor ProblemsChapters 8 to 13 discuss a number of rigorous mathematical techniques relating to elliptic and parabolic partial differential equations in two space variables. In particular, we develop strategies to preprocess and modify a PDE before we approximate it by the finite difference method, thus avoiding ad-hoc and heuristic tricks.Part C The Foundations of the Finite Difference Method (FDM)Chapters 14 to 17 introduce the mathematical background to the finite difference method for initial boundary value problems for parabolic PDEs. It encapsulates all the background information to construct stable and accurate finite difference schemes.Part D Advanced Finite Difference Schemes for Two-Factor ProblemsChapters 18 to 22 introduce a number of modern finite difference methods to approximate the solution of two factor partial differential equations. This is the only book we know of that discusses these methods in any detail.Part E Test Cases in Computational FinanceChapters 23 to 26 are concerned with applications based on previous chapters. We discuss finite difference schemes for a wide range of one-factor and two-factor problems.This book is suitable as an entry-level introduction as well as a detailed treatment of modern methods as used by industry quants and MSc/MFE students in finance. The topics have applications to numerical analysis, science and engineering.More on computational finance and the author's online courses, see datasim.nl.…

Seller Inventory # 9781119719670

Title
Numerical Methods in Computational Finance : A Partial Differential Equation (Pde/Fdm) Approach
Author
Daniel J Duffy
Publisher
Wiley Mär 2022
Publication year
2022
Condition
Neu
Binding
Buch
Language
English
ISBN 10
1119719674
ISBN 13
9781119719670
Item weight
1,157 grams
Dimensions
246x174x40 mm

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

Shipping rates from Germany to U.S.A.

Item7 to 10 business days5 to 7 business days
First item£ 35.99£ 49.16
Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.

Payment methods

  • Visa
  • Mastercard
  • American Express
  • Apple Pay
  • Google Pay
  • Bank Wire Transfer
  • Check
  • Paypal

Store description

Das Unternehmen AHA-BUCH GmbH: Seit der Gründung von AHA-BUCH im Juli 2005 ist unser Hauptziel, zufriedenen Kunden so schnell und so preisgünstig wie möglich ihren Bücherwunsch zu erfüllen. Unsere Firma beschäftigt 16 Mitarbeiter, die nur ein Ziel kennen: den Kunden und seine Wünsche! Auf über 3700 m2 Fläche haben wir über 100.000 Bücher, Modernes Antiquariat und Spiele auf Lager.

Specialty

Kinderbücher & Kinderhör Casetten, German Books, Software, Natur & Tiere, Ratgeber, Sachbücher, Englische Bücher, Medizin & Gesundheit, Universität & Studium

Seller's business information

AHA-BUCH GmbH

Garlebsen 48
Einbeck, Germany 37574

Imprint

Seller Info:

AHA-BUCH GmbH
represented by the managing director Christel Glass
Garlebsen 48
37574 Einbeck
Deutschland
Telefon: 055639996039
Telefax: 055639995974
E-Mail: abebooks@aha-buch.de
USt-IdNr.: DE261904229
registered at Commercial register Amtsgerichtes Göttingen
Handelsregisternummer HRB 200691

Alternative dispute resolution:
The European Commission provides a platform for out-of-court online dispute resolution (ODR platform), which can be accessed under https://ec.europa.eu/odr.

We have been a member of the "FairCommerce" initiative since 25.05.2018.
For more information, see www.fair-commerce.de.