Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
Author: Steven E. Shreve
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Partial Differential Equations for Scientists and Engineers (Dover Books on Advanced Mathematics)
Author: Stanley J. Farlow
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Numerical Recipes 3rd Edition: The Art of Scientific Computing
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Matrix Computations (Johns Hopkins Studies in Mathematical Sciences)(3rd Edition)
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Numerical Optimization (Springer Series in Operations Research and Financial Engineering)
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
Author: Steven E. Shreve
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The Finite Element Method: Linear Static and Dynamic Finite Element Analysis
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Computational Geometry: Algorithms and Applications, Second Edition
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A Multigrid Tutorial
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Computational Geometry in C (Cambridge Tracts in Theoretical Computer Science)
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Modeling Derivatives in C++ (Wiley Finance)
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Finite Volume Methods for Hyperbolic Problems (Cambridge Texts in Applied Mathematics)
Author: Randall J. LeVeque
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Functional Analysis
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Introductory Functional Analysis with Applications
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Numerical Methods for Conservation Laws
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Numerical Solution of SDE Through Computer Experiments (Universitext)
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Sobolev Spaces, Second Edition (Pure and Applied Mathematics, Volume 140) (Pure and Applied Mathematics)
Author: Robert A. Adams
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Numerical Solution of Partial Differential Equations: An Introduction
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Finite Difference Schemes and Partial Differential Equations
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Level Set Methods and Fast Marching Methods: Evolving Interfaces in Computational Geometry, Fluid Mechanics, Computer Vision, and Materials Science (Cambridge ... on Applied and Computational Mathematics)
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Numerical Solution of Partial Differential Equations: Finite Difference Methods (Oxford Applied Mathematics & Computing Science Series)
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Hyperbolic Partial Differential Equations (Courant Lecture Notes)
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Numerical Methods for Partial Differential Equations
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Numerical Partial Differential Equations: Finite Difference Methods (Texts in Applied Mathematics)
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A First Course in the Numerical Analysis of Differential Equations (Cambridge Texts in Applied Mathematics)
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The Mathematical Theory of Finite Element Methods
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Partial Differential Equations with Numerical Methods (Texts in Applied Mathematics)
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A Posterori Error Estimation in Finite Element Analysis
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