||2 of 2 people found the following review helpful.| An online Errata would be nice|By John W. Fuqua|I found this to be a very good book. I think, though I could be wrong, that these are typos:
p. 50 3.258 Should be S=E*exp(x)
p. 51 3.279 Should be '+w(i-1,j)' not '-'
p. 61 4.32 Should be u(x,-525/23) instead of -523
p. 64 4.50 Should be a3 = -(163*a4 +3,200,000)/880
p. 66|From the Inside Flap|The pricing of derivative instruments has always been a highly complex and time-consuming activity. Advances in technology, however, have enabled much quicker and more accurate pricing through numerical when analytical solutions are no
The pricing of derivative instruments has always been a highly complex and time-consuming activity. Advances in technology, however, have enabled much quicker and more accurate pricing through mathematical rather than analytical models. In this book, the author bridges the divide between finance and mathematics by applying this proven mathematical technique to the financial markets. Utilising practical examples, the author systematically describes the processes involved...
[PDF.jy35] Financial Engineering with Finite Elements (The Wiley Finance Series) Rating: 3.86 (673 Votes)
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