Book of Donmon Teith

This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). It p

This book is a detailed and step-by-step introduction to the mathematical foundations of ordinary and partial differential equations, their approximation by the

The world of quantitative finance (QF) is one of the fastest growing areas of research and its practical applications to derivatives pricing problem. Since the

This book reviews the basic theory of partial differential equations of the first and second order and discusses their applications in economics and finance. It

An accessible introduction to the finite element method for solving numeric problems, this volume offers the keys to an important technique in computational mat