Finite difference methods in financial engineering : a partial differential equation approach

Computational methods in finance

A mathematical introduction to fluid mechanics

An introduction to difference equations

Computational methods for option pricing

Computational fluid dynamics

金融風暴的第一本教科書

Introduction to applied nonlinear dynamical systems and chaos

Numerical schemes for conservation laws

Tools for computational finance

Fourier transform methods in finance

Computational partial differential equations : numerical methods and Diffpack programming

The numerical solution of the American option pricing problem : finite difference and transform approaches

Option valuation under stochastic volatility II : with Mathematica code

Extreme events in finance : a handbook of extreme value theory and its applications

Handbook of Financial Risk Management : simulations and case studies

Handbook of volatility models and their applications

Options, futures, and other derivatives

Periodicities in nonlinear difference equations

Dynamics : numerical explorations