Probably the first book to describe computational methods for numerically computing steady state and Hopf bifurcations. Requiring only a basic knowledge of calculus, and using detailed examples, problems, and figures, this is an ideal textbook for graduate students.[...]
The disciplines of financial engineering and numerical computation differ greatly, however computational methods are used in a number of ways across the field of finance. It is the aim of this book to explain how such methods work in financial engineering; specifically the use of numerical methods a[...]
Tools for Computational Finance offers a clear explanation of computational issues arising in financial mathematics. The new third edition is thoroughly revised and significantly extended, including an extensive new section on analytic methods, focused mainly on interpolation approach and quadratic [...]