Faithin Omaha eBook Collection

This book allows you to understand fully the modern tools of numerical analysis in finance.

Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an int

The authors review some important aspects of finance modeling involving partial differential equations and focus on numerical algorithms for the fast and accura

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

Accompanying CD-ROM contains ... "working computer code, demonstration applications, and also PDF versions of several research articles that are referred to in