TY  - BOOK
AU  - Duffy,Daniel J.
TI  - Numerical methods in computational finance: a partial differential equation (PDE/FDM) approach 
T2  - Wiley finance series
SN  - 9781119719670 
AV  - HG176.7 .D846 2022
U1  - 658.15 23
PY  - 2022///
CY  - Chichester, West Sussex
PB  - John Wiley & Sons, Ltd
KW  - Financial engineering
KW  - Differential equations, Partial
KW  - Electronic books
N1  - Includes bibliographical references and index
N2  - "Ordinary differential equations and partial differential equations form the basis for modelling many kinds of phenomena in areas such as science, engineering, computational finance and more generally, mathematical physics. There are currently no books on the market which can guide a reader with no prior knowledge of PDEs through the basics and onto advanced applications."--
UR  - https://onlinelibrary.wiley.com/doi/book/10.1002/9781119719731
ER  -