This text describes several computational techniques that can be applied to a variety of problems in thermo-fluid physics, multi-phase flow, and applied mechanics involving moving flow boundaries. Step-by-step discussions of numerical procedures include multiple examples that employ algorithms in problem-solving. ...
What distinguishes this book from other texts on mathematical finance is the use of both probabilistic and PDEs tools to price derivatives for both constant and stochastic volatility models, by which the reader has the advantage of computing explicitly a large number of prices for European, American ...