This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). It p

This book is a detailed and step-by-step introduction to the mathematical foundations of ordinary and partial differential equations, their approximation by the

The world of quantitative finance (QF) is one of the fastest growing areas of research and its practical applications to derivatives pricing problem. Since the

An accessible introduction to the finite element method for solving numeric problems, this volume offers the keys to an important technique in computational mat

Targeted at students and researchers in computational sciences who need to develop computer codes for solving PDEs, the exposition here is focused on numerics a