Finite difference methods in financial engineering : a partial differential equation approach

Details 詳細情報について

• CRID

  1130000797911900416

• NII Book ID

  BA76716251

• ISBN

  0470858826

• LCCN

  2006001397

• Web Site

  https://lccn.loc.gov/2006001397

• Text Lang

  en

• Country Code

  uk

• Title Language Code

  en

• Place of Publication

  • Chichester

• Classification

  • LCC: HG176.7
  • DC22: 332.01/51562

• Subject

  • LCSH: Financial engineering -- Mathematics
  • LCSH: Derivative securities -- Prices -- Mathematical models
  • LCSH: Finite differences
  • LCSH: Differential equations, Partial -- Numerical solutions

• Data Source

  • CiNii Books