Numerical Methods in Finance and Economics, Brandimarte, Paolo

Автор: Paolo Brandimarte
Название: Numerical Methods in Finance: A MATLAB-Based Introduction
ISBN: 0471396869 ISBN-13(EAN): 9780471396864
Издательство: Wiley
Цена: 11238 р.
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Описание: This book integrates the topics of numerical methods, financial problem solving, and MATLAB programming into one balanced treatment. Its tutorial approach features MATLAB examples as a means of illustrating the concepts in practical, every day financial problems.

Автор: Durran
Название: Numerical Methods for Fluid Dynamics
ISBN: 1441964118 ISBN-13(EAN): 9781441964113
Издательство: Springer
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Цена: 11179 р.
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Описание: The new title of this major revision of Numerical Methods for Wave Equations in Geophysical Fluid Dynamics conveys its broader scope. Aimed at those studying geophysical fluids, it also helps find numerical solutions to time-dependent differential equations.

Автор: LeVeque Randall J.
Название: Numerical Methods for Conservation Laws
ISBN: 3764327235 ISBN-13(EAN): 9783764327231
Издательство: Springer
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Цена: 5589 р.
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Описание: These notes were developed for a graduate-level course on the theory and numerical solution of nonlinear hyperbolic systems of conservation laws. Part I deals with the basic mathematical theory of the equations: the notion of weak solutions, entropy conditions, and a detailed description of the wave structure of solutions to the Riemann problem. The emphasis is on tools and techniques that are indispensable in developing good numerical methods for discontinuous solutions. Part II is devoted to the development of high resolution shock-capturing methods, including the theory of total variation diminishing (TVD) methods and the use of limiter functions. The book is intended for a wide audience, and will be of use both to numerical analysts and to computational researchers in a variety of applications.