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Financial engineering with finite elements / Jürgen Topper
Author
Topper, Jürgen
Published
Chichester, England ; Hoboken, NJ : John Wiley, [2005]
Copyright Date
©2005
Physical Description
xviii, 360 pages : illustrations ; 26 cm.
Full Text available online
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Series
Wiley finance series
Contents
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.
Subject(s)
Financial engineering
—
Econometric models
Finite element method
ISBN
0471486906 (cloth : alk. paper)
Bibliography Note
Includes bibliographical references (pages [343]-350) and index.
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| catkey: 2830959