Book of Donmon Teith

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

Computationally-intensive tools play an increasingly important role in financial decisions. Many financial problems-ranging from asset allocation to risk manage

This book discusses the state-of-the-art and open problems in computational finance. It presents a collection of research outcomes and reviews of the work from

This book provides aspiring quant developers with the numerical techniques and programming skills needed in quantitative finance. No programming background requ

Helping readers accurately price a vast array of derivatives, this self-contained text explains how to solve complex functional equations through numerical meth