Financial engineering with finite elements /
Jurgen Topper
- Chichester, England : Wiley, 2005
- xviii, 360 p. : ill. ; 26 cm.
- Wiley finance series .
Includes bibliographical references (p. [343]-350) and index
Introduction -- Some prototype models -- The conventional approach : finite differences -- Static 1D problems -- Dynamic 1D problems -- Static 2D problems -- Dynamic 2D problems -- Static 3D problems -- Dynamic 3D problems -- Nonlinear problems -- Future directions of research
0471486906 (cloth : alk. paper) RM385.72
Financial engineering--Econometric models Finite element method