Finite Difference Methods in Financial Engineering: A Partial Differential Equation ApproachISBN: 978-0-470-85882-0
Hardcover
464 pages
May 2006
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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Daniel Duffy is a numerical analyst who has been working in
the IT business since 1979. He has been involved in the analysis,
design and implementation of systems using object-oriented,
component and (more recently) intelligent agent technologies to
large industrial and financial applications. As early as 1993 he
was involved in C++ projects for risk management and options
applications with a large Dutch bank. His main interest is in
finding robust and scalable numerical schemes that approximate the
partial differential equations that model financial derivatives
products. He has an M.Sc. in the Finite Element Method first-order
hyperbolic systems and a Ph.D. in robust finite difference methods
for convection-diffusion partial differential equations. Both
degrees are from Trinity College, Dublin, Ireland.
Daniel Duffy is founder of Datasim Education and Datasim Component Technology, two companies involved in training, consultancy and software development.
Daniel Duffy is founder of Datasim Education and Datasim Component Technology, two companies involved in training, consultancy and software development.