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Finite Difference Methods Moderator: Cuchulainn Users browsing this forum: None    Datasim Financial Forums Forum Index -> Finite Difference Methods Mark all topics read  Topics   Replies   Author   Views   Last Post  Sticky: The Alternating Direction Explicit (ADE) Thread 2 Cuchulainn 447 Tue Apr 27, 2010 4:29 pm Cuchulainn working papers, Daniel Duffy 5 Cuchulainn 2560 Fri Jul 16, 2010 10:09 am Cuchulainn Robust FDM for Heston and SABR models (Roelof Sheppard) [ Goto page: 1, 2 ] 15 Cuchulainn 14230 Fri Nov 20, 2009 6:03 pm Cuchulainn Domain Transformations and PDEs in computational finance 0 Cuchulainn 865 Sat Aug 15, 2009 1:51 pm Cuchulainn too slow 1 kubila 916 Mon Jun 08, 2009 10:13 pm kubila Barcelona Summer School July 2008 2 Cuchulainn 1808 Thu Apr 09, 2009 4:24 am davidpeter American Options 10 Cuchulainn 3525 Mon Mar 23, 2009 5:53 am Cuchulainn Articles on PDEs 0 Cuchulainn 1399 Mon Sep 08, 2008 5:11 pm Cuchulainn Boundary Conditions for Black Scholes PDE 0 Cuchulainn 2359 Wed May 09, 2007 4:38 pm Cuchulainn Display topics from previous: All Topics1 Day7 Days2 Weeks1 Month3 Months6 Months1 Year     Datasim Financial Forums Forum Index -> Finite Difference Methods All times are GMT + 1 Hour Page 1 of 1 Jump to: Select a forum Books----------------Financial Instrument Pricing using C++ (Duffy)Introduction to C++ for Financial Engineers (Duffy)Finite Difference Methods in Financial Engineering (Duffy)Monte Carlo Frameworks (Duffy/Kienitz) Software Design and Languages----------------C++C#MPI/OpenMPDesign PatternsC++ Student Questions and AnswersC++ Certification and Examinations: Intermediate LevelC++ Certification and Examinations: Advanced Level Computational Finance----------------Monte CarloFinite Difference MethodsFixed Income ModelsNumerical Analysis Other books----------------C# for Traders (Duffy/Germani) (In development)Books from Various Authors Seminars & Events----------------Seminars & Events Suggestions, Feedback----------------Whenever you have a remark about this forum Distance Learning----------------ContactFAQ  New posts    No new posts    Announcement New posts [ Popular ]    No new posts [ Popular ]    Sticky New posts [ Locked ]    No new posts [ Locked ] You cannot post new topics in this forum You cannot reply to topics in this forum You cannot edit your posts in this forum You cannot delete your posts in this forum You cannot vote in polls in this forum You cannot attach files in this forum You can download files in this forum Powered by phpBB © 2001, 2005 phpBB Group