Financial engineering with finite elements
By: by Jürgen Topper.
Publisher: Wiley
Published: 2004
Place of publication: Chichester, UK; Hoboken, NJ
Language: eng
Number of pages: 360
Description: "In this book, the author bridges the divide between finance and mathematics, by applying the finite element method, a proven mathematical technique from engineering and natural sciences, to financial models. Utilising practical examples and aided by an easy to use computer program, the author systematically describes the processes involved in a manner accessible to those without a deep understanding of mathematics." "This book is a detailed and comprehensive account of the methods involved and is the first to explore the application of these particular techniques to the financial markets."--BOOK JACKET.