This book studies pricing financial derivatives with a partial differential equation approach. The treatment is mathematically rigorous and covers a variety of

This book is mainly devoted to finite difference numerical methods for solving partial differential equations (PDEs) models of pricing a wide variety of financi

This book studies pricing financial derivatives with a partial differential equation approach. The treatment is mathematically rigorous and covers a variety of

Quantitative Modeling of Derivative Securities demonstrates how to take the basic ideas of arbitrage theory and apply them - in a very concrete way - to the des

This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, a