Finite Difference Methods Theory (39 results)
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: New
US$ 59.69
US$ 2.64 shippingShips within U.S.A.Quantity: Over 20 available
Condition: New.
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: New
US$ 61.07
US$ 2.64 shippingShips within U.S.A.Quantity: 15 available
Condition: New.
- Softcover
Seller: California Books, Miami, FL, U.S.A.California Books
Contact seller4-star sellerCondition: New
US$ 68.00
Free ShippingShips within U.S.A.Quantity: Over 20 available
Condition: New.
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: Used - As new
US$ 70.32
US$ 2.64 shippingShips within U.S.A.Quantity: 15 available
Condition: As New. Unread book in perfect condition.
- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
Contact seller5-star sellerCondition: New
US$ 69.23
US$ 15.85 shippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Condition: New. In.
- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
Contact seller5-star sellerCondition: New
US$ 69.23
US$ 15.85 shippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Condition: New. In.
- Softcover
Seller: Chiron Media, Wallingford, , United KingdomChiron Media
Contact seller5-star sellerCondition: New
US$ 65.38
US$ 20.50 shippingShips from United Kingdom to U.S.A.Quantity: 10 available
Paperback. Condition: New.
- Softcover
Seller: Chiron Media, Wallingford, , United KingdomChiron Media
Contact seller5-star sellerCondition: New
US$ 65.67
US$ 20.50 shippingShips from United Kingdom to U.S.A.Quantity: 10 available
Paperback. Condition: New.
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: New
US$ 68.76
US$ 19.85 shippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Condition: New.
- Softcover
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrelandKennys Bookshop and Art Galleries Ltd.
Contact seller5-star sellerCondition: New
US$ 85.47
US$ 12.05 shippingShips from Ireland to U.S.A.Quantity: 15 available
Condition: New.
- Softcover
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
Contact seller4-star sellerCondition: New
US$ 92.78
US$ 3.99 shippingShips within U.S.A.Quantity: 4 available
Condition: New. pp. 434.
- Softcover
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
Contact seller4-star sellerCondition: New
US$ 97.14
US$ 3.99 shippingShips within U.S.A.Quantity: 4 available
Condition: New. 1st ed. 2019 edition NO-PA16APR2015-KAP.
- Softcover
Seller: Revaluation Books, Exeter, , United KingdomRevaluation Books
Contact seller5-star sellerCondition: New
US$ 93.83
US$ 16.54 shippingShips from United Kingdom to U.S.A.Quantity: 2 available
Paperback. Condition: Brand New. revised edition. 448 pages. 9.00x6.00x1.00 inches. In Stock.
- Softcover
Seller: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
Contact seller5-star sellerCondition: New
US$ 100.75
US$ 10.50 shippingShips within U.S.A.Quantity: 15 available
Condition: New.
- Softcover
Seller: Revaluation Books, Exeter, , United KingdomRevaluation Books
Contact seller5-star sellerCondition: New
US$ 98.48
US$ 16.54 shippingShips from United Kingdom to U.S.A.Quantity: 2 available
Paperback. Condition: Brand New. revised edition. 704 pages. 9.25x6.10x1.46 inches. In Stock.
Language: English
Published by Wiley& Sons Auflage: Har/Cdr (23. Mai 2006) 2006
- Hardcover
Seller: BUCHSERVICE / ANTIQUARIAT Lars Lutzer, Wahlstedt, GermanyBUCHSERVICE / ANTIQUARIAT Lars Lutzer
Contact seller5-star sellerCondition: Used - Very good
US$ 82.73
US$ 45.84 shippingShips from Germany to U.S.A.Quantity: 1 available
Hardcover. Condition: gut. Auflage: Har/Cdr (23. Mai 2006). 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 discovery of the famous Black-Scholes equation in the 1970's we have seen a surge in the number of models for…a wide range of products such as plain and exotic options, interest rate derivatives, real options and many others. Gone are the days when it was possible to price these derivatives analytically. For most problems we must resort to some kind of approximate method. In this book we employ partial differential equations (PDE) to describe a range of one-factor and multi-factor derivatives products such as plain European and American options, multi-asset options, Asian options, interest rate options and real options. PDE techniques allow us to create a framework for modeling complex and interesting derivatives products. Having defined the PDE problem we then approximate it using the Finite Difference Method (FDM). This method has been used for many application areas such as fluid dynamics, heat transfer, semiconductor simulation and astrophysics, to name just a few. In this book we apply the same techniques to pricing real-life derivative products. We use both traditional (or well-known) methods as well as a number of advanced schemes that are making their way into the QF literature: * Crank-Nicolson, exponentially fitted and higher-order schemes for one-factor and multi-factor options * Early exercise features and approximation using front-fixing, penalty and variational methods * Modelling stochastic volatility models using Splitting methods * Critique of ADI and Crank-Nicolson schemes; when they work and when they don't work * Modelling jumps using Partial Integro Differential Equations (PIDE) * Free and moving boundary value problems in QF Included with the book is a CD containing information on how to set up FDM algorithms, how to map these algorithms to C++ as well as several working programs for one-factor and two-factor models. We also provide source code so that you can customize the applications to suit your own needs. Finite Difference Methods in Financial EngineeringA Partial Differential Equation Approach (Wiley Finance) Daniel J. Duffy quantitative finance research derivatives pricing Black-Scholes equation exotic options interest rate partial differential equatio This book proved to be a useful reference for practical implementation of finite-difference methods for PDEs: several one- and multi-factor financial derivatives pricing models, including local volatility models and models with stochastic volatilities. The methods described in the text are stable, accurate and reasonably efficient. Stability of FD methods is obviously of top concern to the author (as it should be to readers as well), and he goes into extensive detail evaluating the stability of various techniques. The writing is clear and consistent, though a "notational" index or glossary would have been helpful, particularly in the early going. The author provides several practical examples, which lends a refreshing degree of concreteness to the book. Author: Daniel Duffy is a numerical analyst who has been working in the IT business since 1979. He has been involved in the analysis, design and implementation of systems using object-oriented, component and (more recently) intelligent agent technologies to large industrial and financial applications. As early as 1993 he was involved in C++ projects for risk management and options applications with a large Dutch bank. His main interest is in finding robust and scalable numerical schemes that approximate the partial differential equations that model financial derivatives products. He has an M.Sc. in the Finite Element Method first-order hyperbolic systems and a Ph.D. in robust finite difference methods for convection-diffusion partial differential equations. Both degrees are from Trinity College, Dublin, Ireland. Daniel Duffy is founder of Datasim Education and Datasim Component Technology, two companies involved in training, consultancy and software development. ISBN 978-0470858820 ISBN 0470858826 Reihe/Serie The Wiley Finance Series Verlagsort Chichester Sprache englisch Maße 178 x 252 mmWirtschaft Betriebswirtschaft Management ISBN-10 0-470-85882-6 / 0470858826 ISBN-13 978-0-470-85882-0 / 9780470858820 Content: 0 Goals of this Book and Global Overview 1 0.1 What is this book? 1 0.2 Why has this book been written? 2 0.3 For whom is this book intended? 2 0.4 Why should I read this book? 2 0.5 The structure of this book 3 0.6 What this book does not cover 4 0.7 Contact, feedback and more information 4 PART I THE CONTINUOUS THEORY OF PARTIAL DIFFERENTIAL EQUATIONS 5 1 An Introduction to Ordinary Differential Equations 7 1.1 Introduction and objectives 7 1.2 Two-point boundary value problem 8 1.3 Linear boundary value problems 9 1.4 Initial value problems 10 1.5 Some special cases 10 1.6 Summary and conclusions 11 2 An Introduction to Partial Differential Equations 13 2.1 Introduction and objectives 13 2.2 Partial differential equations 13 2.3 Specialisations 15 2.4 Parabolic partial differential equations 18 2.5 Hyperbolic equations 20 2.6 Systems of equations 22 2.7 Equations containing integrals 23 2.8 Summary and conclusions 24 3 Second-Order Parabolic Differential Equations 25 3.1 Introduction and objectives 25 3.2 Linear parabolic equations 25 3.3 The continuous problem 26 3.4 The maximum principle for parabolic equations 28 3.5 A special case: one-factor generalised Black Scholes models 29 3.6 Fundamental solution and the Green s function 30 3.7 Integral representation of the solution of parabolic PDEs 31 3.8 Parabolic equations in one space dimension 33 3.9 Summary and conclusions 35 4 An Introduction to the Heat Equation in One Dimension 37 4.1 Introduction and objectives 37 4.2 Motivation and background 38 4.3 The heat equation and financial engineering 39 4.4 The separation of variables technique.
- Softcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
Contact seller5-star sellerCondition: New
US$ 63.22
US$ 72.72 shippingShips from Germany to U.S.A.Quantity: 1 available
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book constitutes the thoroughly refereed post-conference proceedings of the 6th International Conference on Finite Difference Methods, FDM 2014, held in Lozenetz, Bulgaria, in June 2014.The 36 revised full papers were carefully reviewed and se…lected from 62 submissions. These papers together with 12 invited papers cover topics such as finite difference and combined finite difference methods as well as finite element methods and their various applications in physics, chemistry, biology and finance.
- Softcover
Seller: preigu, Osnabrück, Germanypreigu
Contact seller5-star sellerCondition: New
US$ 59.51
US$ 80.33 shippingShips from Germany to U.S.A.Quantity: 5 available
Taschenbuch. Condition: Neu. Finite Difference Methods,Theory and Applications | 6th International Conference, FDM 2014, Lozenetz, Bulgaria, June 18-23, 2014, Revised Selected Papers | Ivan Dimov (u. a.) | Taschenbuch | Lecture Notes in Computer Science | xi | Englisch | 2015 | Springer | EAN 9783319202389 | Verantwortliche Pers…on für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
- Softcover
Seller: preigu, Osnabrück, Germanypreigu
Contact seller5-star sellerCondition: New
US$ 59.51
US$ 80.33 shippingShips from Germany to U.S.A.Quantity: 5 available
Taschenbuch. Condition: Neu. Finite Difference Methods. Theory and Applications | 7th International Conference, FDM 2018, Lozenetz, Bulgaria, June 11-16, 2018, Revised Selected Papers | Ivan Dimov (u. a.) | Taschenbuch | Lecture Notes in Computer Science | xvi | Englisch | 2019 | Springer | EAN 9783030115388 | Verantwortliche Pe…rson für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: Used - As new
US$ 125.38
US$ 19.85 shippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Condition: As New. Unread book in perfect condition.
- Softcover
Seller: Mispah books, Redhill, SURRE, United KingdomMispah books
Contact seller4-star sellerCondition: Used - As new
US$ 114.49
US$ 33.08 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
Paperback. Condition: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
- Softcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
Contact seller5-star sellerCondition: New
US$ 73.16
US$ 74.87 shippingShips from Germany to U.S.A.Quantity: 1 available
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book constitutes the refereed conference proceedings of the 7th International Conference on Finite Difference Methods, FDM 2018,held in Lozenetz, Bulgaria, in June 2018.The 69 revised full papers presented together with 11 invited papers were…carefully reviewed and selected from 94 submissions.They deal with many modern and new numerical techniques like splitting techniques, Green's function method, multigrid methods, andimmersed interface method.
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: Used - As new
US$ 144.92
US$ 2.64 shippingShips within U.S.A.Quantity: Over 20 available
Condition: As New. Unread book in perfect condition.
- Softcover
Seller: preigu, Osnabrück, Germanypreigu
Contact seller5-star sellerCondition: New
US$ 78.48
US$ 80.33 shippingShips from Germany to U.S.A.Quantity: 5 available
Taschenbuch. Condition: Neu. Implicit Finite Difference Time Domain Methods | Theory and Applications | Hasan Khaled Rouf | Taschenbuch | 208 S. | Englisch | 2011 | LAP LAMBERT Academic Publishing | EAN 9783847315742 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]prei…gu[dot]de | Anbieter: preigu.
- Softcover
Seller: Mispah books, Redhill, SURRE, United KingdomMispah books
Contact seller4-star sellerCondition: Used - As new
US$ 199.00
US$ 33.08 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
Paperback. Condition: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Language: English
- Hardcover
- Print on Demand
Seller: S N Books World, Delhi, , IndiaS N Books World
Contact seller5-star sellerLeatherBound. Condition: New. BOOKS ARE EXEMPT FROM IMPORT DUTIES AND TARIFFS; NO EXTRA CHARGES APPLY. Leather Binding on Spine and Corners with Golden leaf printing on spine. Bound in genuine leather with Satin ribbon page markers and Spine with raised gilt bands. A perfect gift for your loved ones. Reprinted from 1968 edition.… NO changes have been made to the original text. This is NOT a retyped or an ocr'd reprint. Illustrations, Index, if any, are included in black and white. Each page is checked manually before printing. As this print on demand book is reprinted from a very old book, there could be some missing or flawed pages, but we always try to make the book as complete as possible. Fold-outs, if any, are not part of the book. If the original book was published in multiple volumes then this reprint is of only one volume, not the whole set and contains approximately 26 pages. IF YOU WISH TO ORDER PARTICULAR VOLUME OR ALL THE VOLUMES YOU CAN CONTACT US. Resized as per current standards. Sewing binding for longer life, where the book block is actually sewn (smythe sewn/section sewn) with thread before binding which results in a more durable type of binding. Language: English.
- Softcover
- Print on Demand
Seller: Brook Bookstore On Demand, Napoli, NA, ItalyBrook Bookstore On Demand
Contact seller3-star sellerCondition: New
US$ 54.63
US$ 7.80 shippingShips from Italy to U.S.A.Quantity: Over 20 available
Condition: new. Questo è un articolo print on demand.
- Softcover
- Print on Demand
Seller: Brook Bookstore On Demand, Napoli, NA, ItalyBrook Bookstore On Demand
Contact seller3-star sellerCondition: New
US$ 54.63
US$ 9.18 shippingShips from Italy to U.S.A.Quantity: Over 20 available
Condition: new. Questo è un articolo print on demand.
Language: English
Published by Springer International Publishing Jan 2019 2019
- Softcover
- Print on Demand
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, , GermanyBuchWeltWeit Ludwig Meier e.K.
Contact seller5-star sellerCondition: New
US$ 63.22
US$ 26.39 shippingShips from Germany to U.S.A.Quantity: 2 available
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book constitutes the refereed conference proceedings of the 7th International Conference on Finite Difference Methods, FDM 2018,held in Lozenetz, Bulgaria, in June 2018.The 69 revised full papers presented together with 11 invi…ted papers were carefully reviewed and selected from 94 submissions.They deal with many modern and new numerical techniques like splitting techniques, Green's function method, multigrid methods, andimmersed interface method. 704 pp. Englisch.
Language: English
Published by Springer International Publishing Jun 2015 2015
- Softcover
- Print on Demand
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, , GermanyBuchWeltWeit Ludwig Meier e.K.
Contact seller5-star sellerCondition: New
US$ 63.22
US$ 26.39 shippingShips from Germany to U.S.A.Quantity: 2 available
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book constitutes the thoroughly refereed post-conference proceedings of the 6th International Conference on Finite Difference Methods, FDM 2014, held in Lozenetz, Bulgaria, in June 2014.The 36 revised full papers were carefully… reviewed and selected from 62 submissions. These papers together with 12 invited papers cover topics such as finite difference and combined finite difference methods as well as finite element methods and their various applications in physics, chemistry, biology and finance. 448 pp. Englisch.
