Financial engineering with finite elements / Jurgen Topper.
By: Topper, Jurgen
.
Series: Wiley finance series. Publisher: Chichester, England ; Hoboken, NJ : Wiley, c2005Description: xviii, 360 p. : ill. ; 26 cm.ISBN: 0471486906 (cloth).Subject(s): Financial engineering -- Econometric models | Finite element methodDDC classification: 658.155015195
Contents:
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.
| Item type | Current location | Call number | Copy number | Status | Notes | Date due | Barcode |
|---|---|---|---|---|---|---|---|
| Main Collection | Taylor's Library-TU | 658.155015195 TOP (Browse shelf) | 1 | Available | GENLS,GENLS,03,GR | 5000008031 |
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.