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Long Description
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Deutsche
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Publishers Description
In this book, the author bridges the divide between finance and mathematics by applying this proven mathematical technique to the financial markets.

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Keywords
Black-Scholes
calculus
calculus of variation
collocation method
dynamic 1D
financial engineering
finite differences
finite elements
Galerkin
interest rate process
multi-asset options
nonlinear
optimal price policy
option pricing
option pricing model
price policy
prototype models
Ritz Variational
static 1D
stochastic correlation
stochastics
weigthed residuals

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Publisher Details
John Wiley And Sons

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Other books in Series

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Two-state option pricing model
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