Corrected Problem Sets

Stéphane Crépey
Additional contact information
Stéphane Crépey: Université d’Evry Val d’Essone

Chapter Chapter 17 in Financial Modeling, 2013, pp 427-439 from Springer

Abstract: Abstract Chapter 17 provides problem sets for the financial and numerical material of Chaps. 4 – 9 . The solutions as well as a few Matlab scripts are downloadable from the website of the book. The Matlab scripts are truly worth being run if you want to really understand what happens in the numerics.

Keywords: Differential Equation; Partial Differential Equation; Brownian Motion; Correct Problem; Numerical Material (search for similar items in EconPapers)
Date: 2013
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprfcp:978-3-642-37113-4_17

Ordering information: This item can be ordered from
http://www.springer.com/9783642371134

DOI: 10.1007/978-3-642-37113-4_17

Access Statistics for this chapter

More chapters in Springer Finance from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().