Finite difference methods in financial engineering: a partial differential equation approach
Gespeichert in:
1. Verfasser: | |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Chichester [u.a.]
Wiley
2006
|
Schriftenreihe: | Wiley finance
|
Schlagworte: | |
Beschreibung: | XV, 423 S. graph. Darst. |
ISBN: | 0470858826 9780470858820 |
Internformat
MARC
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035 | |a (OCoLC)879348044 | ||
035 | |a (DE-599)BVBBV041783324 | ||
040 | |a DE-604 |b ger |e aacr | ||
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100 | 1 | |a Duffy, Daniel J. |e Verfasser |4 aut | |
245 | 1 | 0 | |a Finite difference methods in financial engineering |b a partial differential equation approach |c Daniel J. Duffy |
264 | 1 | |a Chichester [u.a.] |b Wiley |c 2006 | |
300 | |a XV, 423 S. |b graph. Darst. | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
338 | |b nc |2 rdacarrier | ||
490 | 0 | |a Wiley finance | |
650 | 4 | |a Différences finies | |
650 | 7 | |a Finanças |2 larpcal | |
650 | 4 | |a Ingénierie financière - Mathématiques | |
650 | 4 | |a Instruments dérivés (Finances) - Prix - Modèles mathématiques | |
650 | 7 | |a Matemática aplicada |2 larpcal | |
650 | 4 | |a Équations aux dérivées partielles - Solutions numériques | |
650 | 4 | |a Mathematik | |
650 | 4 | |a Mathematisches Modell | |
650 | 4 | |a Financial engineering |x Mathematics | |
650 | 4 | |a Derivative securities |x Prices |x Mathematical models | |
650 | 4 | |a Finite differences | |
650 | 4 | |a Differential equations, Partial |x Numerical solutions | |
650 | 0 | 7 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Partielle Differentialgleichung |0 (DE-588)4044779-0 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Finite-Differenzen-Methode |0 (DE-588)4194626-1 |2 gnd |9 rswk-swf |
689 | 0 | 0 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |D s |
689 | 0 | 1 | |a Partielle Differentialgleichung |0 (DE-588)4044779-0 |D s |
689 | 0 | 2 | |a Finite-Differenzen-Methode |0 (DE-588)4194626-1 |D s |
689 | 0 | |5 DE-604 | |
999 | |a oai:aleph.bib-bvb.de:BVB01-027229095 |
Datensatz im Suchindex
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---|---|
any_adam_object | |
author | Duffy, Daniel J. |
author_facet | Duffy, Daniel J. |
author_role | aut |
author_sort | Duffy, Daniel J. |
author_variant | d j d dj djd |
building | Verbundindex |
bvnumber | BV041783324 |
callnumber-first | H - Social Science |
callnumber-label | HG176 |
callnumber-raw | HG176.7 |
callnumber-search | HG176.7 |
callnumber-sort | HG 3176.7 |
callnumber-subject | HG - Finance |
classification_rvk | QK 660 SK 500 SK 920 SK 980 |
ctrlnum | (OCoLC)879348044 (DE-599)BVBBV041783324 |
dewey-full | 332.01/51562 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 332 - Financial economics |
dewey-raw | 332.01/51562 |
dewey-search | 332.01/51562 |
dewey-sort | 3332.01 551562 |
dewey-tens | 330 - Economics |
discipline | Mathematik Wirtschaftswissenschaften |
format | Book |
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illustrated | Illustrated |
indexdate | 2024-07-10T01:05:17Z |
institution | BVB |
isbn | 0470858826 9780470858820 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027229095 |
oclc_num | 879348044 |
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owner | DE-20 |
owner_facet | DE-20 |
physical | XV, 423 S. graph. Darst. |
publishDate | 2006 |
publishDateSearch | 2006 |
publishDateSort | 2006 |
publisher | Wiley |
record_format | marc |
series2 | Wiley finance |
spelling | Duffy, Daniel J. Verfasser aut Finite difference methods in financial engineering a partial differential equation approach Daniel J. Duffy Chichester [u.a.] Wiley 2006 XV, 423 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Wiley finance Différences finies Finanças larpcal Ingénierie financière - Mathématiques Instruments dérivés (Finances) - Prix - Modèles mathématiques Matemática aplicada larpcal Équations aux dérivées partielles - Solutions numériques Mathematik Mathematisches Modell Financial engineering Mathematics Derivative securities Prices Mathematical models Finite differences Differential equations, Partial Numerical solutions Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Partielle Differentialgleichung (DE-588)4044779-0 gnd rswk-swf Finite-Differenzen-Methode (DE-588)4194626-1 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 s Partielle Differentialgleichung (DE-588)4044779-0 s Finite-Differenzen-Methode (DE-588)4194626-1 s DE-604 |
spellingShingle | Duffy, Daniel J. Finite difference methods in financial engineering a partial differential equation approach Différences finies Finanças larpcal Ingénierie financière - Mathématiques Instruments dérivés (Finances) - Prix - Modèles mathématiques Matemática aplicada larpcal Équations aux dérivées partielles - Solutions numériques Mathematik Mathematisches Modell Financial engineering Mathematics Derivative securities Prices Mathematical models Finite differences Differential equations, Partial Numerical solutions Derivat Wertpapier (DE-588)4381572-8 gnd Partielle Differentialgleichung (DE-588)4044779-0 gnd Finite-Differenzen-Methode (DE-588)4194626-1 gnd |
subject_GND | (DE-588)4381572-8 (DE-588)4044779-0 (DE-588)4194626-1 |
title | Finite difference methods in financial engineering a partial differential equation approach |
title_auth | Finite difference methods in financial engineering a partial differential equation approach |
title_exact_search | Finite difference methods in financial engineering a partial differential equation approach |
title_full | Finite difference methods in financial engineering a partial differential equation approach Daniel J. Duffy |
title_fullStr | Finite difference methods in financial engineering a partial differential equation approach Daniel J. Duffy |
title_full_unstemmed | Finite difference methods in financial engineering a partial differential equation approach Daniel J. Duffy |
title_short | Finite difference methods in financial engineering |
title_sort | finite difference methods in financial engineering a partial differential equation approach |
title_sub | a partial differential equation approach |
topic | Différences finies Finanças larpcal Ingénierie financière - Mathématiques Instruments dérivés (Finances) - Prix - Modèles mathématiques Matemática aplicada larpcal Équations aux dérivées partielles - Solutions numériques Mathematik Mathematisches Modell Financial engineering Mathematics Derivative securities Prices Mathematical models Finite differences Differential equations, Partial Numerical solutions Derivat Wertpapier (DE-588)4381572-8 gnd Partielle Differentialgleichung (DE-588)4044779-0 gnd Finite-Differenzen-Methode (DE-588)4194626-1 gnd |
topic_facet | Différences finies Finanças Ingénierie financière - Mathématiques Instruments dérivés (Finances) - Prix - Modèles mathématiques Matemática aplicada Équations aux dérivées partielles - Solutions numériques Mathematik Mathematisches Modell Financial engineering Mathematics Derivative securities Prices Mathematical models Finite differences Differential equations, Partial Numerical solutions Derivat Wertpapier Partielle Differentialgleichung Finite-Differenzen-Methode |
work_keys_str_mv | AT duffydanielj finitedifferencemethodsinfinancialengineeringapartialdifferentialequationapproach |