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Author: Daniel J. Duffy. Subtitle: A Partial Differential Equation Approach. Release Date: 03/31/2006. Release Year: 2006. Included with the book is a CD containing information on how to set up FDM algorithms, how to map these algorithms to C++ as well as several working programs for one-factor and two-factor models.
When you click on links to various merchants on this site and make a purchase, this can result in this site earning a commission. Affiliate programs and affiliations include, but are not limited to, the eBay Partner Network.