Finite Difference Methods in Financial Engineering (Duffy)
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- chapter 11: Exponential fitting
by JLMARTIN » Sun Feb 28, 2016 1:43 pm - 1 Replies
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Mon Mar 07, 2016 11:47 pm
- chapter 11: Exponential fitting
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- Lemma questions
by Bazman76 » Tue Aug 24, 2010 4:27 pm
- 5 Replies
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- Last post by sabahat
Tue Nov 11, 2014 9:16 am
- Lemma questions
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- UVM-ADE
by dantas » Mon Dec 23, 2013 8:08 pm - 1 Replies
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- Last post by Cuchulainn
Tue Dec 24, 2013 12:49 pm
- UVM-ADE
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- Exercises Chapter 6
by JLMARTIN » Mon Jul 30, 2012 4:26 pm - 6 Replies
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Sun Sep 23, 2012 6:33 pm
- Exercises Chapter 6
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- errata for the book
by hichmoul » Wed Feb 11, 2009 6:50 pm - 4 Replies
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- Last post by cppljevans
Mon Dec 12, 2011 1:32 am
- errata for the book
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- ADE details
by avk » Thu Feb 10, 2011 4:12 pm - 1 Replies
- 6492 Views
- Last post by Cuchulainn
Mon Feb 14, 2011 9:34 am
- ADE details
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- FDM in Financial Engineering: Figure9.2
by hichmoul » Wed Mar 18, 2009 11:12 am - 3 Replies
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- Last post by Cuchulainn
Thu Mar 19, 2009 8:45 am
- FDM in Financial Engineering: Figure9.2
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- The Heston Model using FDM
by Cuchulainn » Fri Sep 14, 2007 7:15 am - 0 Replies
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Fri Sep 14, 2007 7:15 am
- The Heston Model using FDM
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- Slides Shows on PDE and FDM
by Cuchulainn » Wed Mar 28, 2007 12:32 pm
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- 7171 Views
- Last post by Cuchulainn
Wed Mar 28, 2007 12:32 pm
- Slides Shows on PDE and FDM
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