Topper, Jurgen

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