Financial engineering with finite elements / Jurgen Topper

Author : Topper, Jurgen
Rating :
Financial engineering with finite elements / Jurge...

This detailed treatment pioneers the adaption of the method of finite elements from engineering to econometric models useful in analyzing risk factors in financial problems, e.g., pricing options. With examples and case studies, Topper (a manager with a German company specializing in financial and commodity risk consulting) introduces both linear differential equation-based and nonlinear methods "without being too rigorous in a mathematical sense." Technical appendices present analyses based on calculus, stochastics, and linear algebra; and introduce PDE2D, a general purpose partial differential equation solver

Publisher : Hoboken NJ : Wiley
Publish Year : 2005
Category : Financial Markets
Page : xviii, 360 p
Barcode Call No. Volume Status Due Date Total Queue
1010071122 FM00196 In Review 0 Please Login

Related Book

The Stock Exchange of Thailand and the companies in SET Group uses cookies to provide you with a better browsing experience. Click here for detailed information on the use of cookies on this site, and how you can manage them.