Financial engineering with finite elements /
Jürgen Topper.
- Chichester, England ; Hoboken, NJ : Wiley, c2005.
- 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)
2004022228
Financial engineering--Econometric models. Finite element method.