Ditemukan 2 dokumen yang sesuai dengan query
Achdou, Yves, author
Here is a book for anyone who would like to become better acquainted with the modern tools of numerical analysis for several significant computational problems arising in finance. The authors review some important aspects of finance modeling involving partial differential equations and focus on numerical algorithms for the fast and...
Philadelphia : Society for Industrial and Applied Mathematics, 2005
e20443026
eBooks Universitas Indonesia Library
Higham, Nicholas J., author
This second edition expands and updates the coverage of the first edition (1996) and includes numerous improvements to the original material. Two new chapters treat symmetric indefinite systems and skew-symmetric systems, and nonlinear systems and Newton's method. Twelve new sections include coverage of additional error bounds for Gaussian elimination, rank...
Philadelphia : Society for Industrial and Applied Mathematics, 1996
e20442984
eBooks Universitas Indonesia Library
