Ditemukan 1 dokumen yang sesuai dengan query
Achdou, Yves
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Here is a book for anyone who would like to become better acquainted with the modern tools of numerical analysis for several significant computational problems arising in finance. The authors review some important aspects of finance modeling involving partial differential equations and focus on numerical algorithms for the fast and accurate pricing of financial derivatives and for the calibration of parameters ...
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Philadelphia : Society for Industrial and Applied Mathematics, 2005
e20443026
eBooks Universitas Indonesia Library
