Topper, Jürgen.

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.

HG176.7 / .T66 2005

658.15/5/015195