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Finite Difference Methods in Financial Engineering

By: The Netherlands) Duffy Daniel J. (Datasim Education BV (Author)

Extended Catalogue

Ksh 16,150.00

Format: Mixed Media Product

ISBN-13: 9780470858820

Publisher: John Wiley & Sons Inc

Publication Date: Mar 31st, 2006

Weight: 924 grams

Dimension: 25.90 x 17.70 x 3.10 cms

Category: FINANCE & ACCOUNTING

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This is today's most complete and practical guide to finite difference methods and its applications to derivatives. The application of finite difference methods (FDM), long popular in areas such as fluid mechanics and heat transfer, has become increasingly vital for pricing derivative products in today's global markets.

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