Bøker av Xiaonan Wu

The treatment is mathematically rigorous and covers a variety of topics in finance including forward and futures contracts, the Black-Scholes model, European and American type options, free boundary problems, lookback options, interest rate models, interest rate derivatives, swaps, caps, floors, and collars.

"Artificial Boundary Method" systematically introduces the artificial boundary method for the numerical solutions of partial differential equations in unbounded domains. Detailed discussions treat different types of problems, including Laplace, Helmholtz, heat, Schroedinger, and Navier and Stokes equations.