Partial Differential Equations for Scientists and Engineers (Dover Books on Advanced Mathematics)
Author: Stanley J. Farlow
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Numerical Linear Algebra
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance) (v. 1)
Author: Steven E. Shreve
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Partial Differential Equations (Graduate Studies in Mathematics, V. 19) GSM/19
Author: Lawrence C. Evans
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Numerical Optimization (Springer Series in Operations Research and Financial Engineering)
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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance) (v. 2)
Author: Steven E. Shreve
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Vectors, Tensors and the Basic Equations of Fluid Mechanics (Dover Books on Engineering)
Author: Rutherford Aris
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Matrix Computations (Johns Hopkins Studies in Mathematical Sciences)(3rd Edition)
Author: Gene H. Golub
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Volatility and Correlation: The Perfect Hedger and the Fox (Wiley Finance)
Author: Riccardo Rebonato
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Interest Rate Models
Author: Damiano Brigo
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model
Author: Steven E. Shreve
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Fundamentals of Computational Fluid Dynamics (Scientific Computation)
Author: H. Lomax
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Finite Volume Methods for Hyperbolic Problems (Cambridge Texts in Applied Mathematics)
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Numerical Methods
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Spectral Methods in MATLAB (Software, Environments, Tools)
Author: Lloyd N. Trefethen
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Solving Ordinary Differential Equations I: Nonstiff Problems (Springer Series in Computational Mathematics) (v. 1)
Author: Ernst Hairer
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Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems (Springer Series in Computational Mathematics) (v. 2)
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Principal Component Analysis
Author: I.T. Jolliffe
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A First Course in the Numerical Analysis of Differential Equations (Cambridge Texts in Applied Mathematics)
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Modeling Derivatives in C++ (Wiley Finance)
Author: Justin London
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Numerical Solution of Partial Differential Equations: An Introduction
Author: K. W. Morton
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Financial Instrument Pricing Using C++ (The Wiley Finance Series)
Author: Daniel J. Duffy
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Numerical Methods for Conservation Laws
Author: Randall J. LeVeque
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Numerical Solution of SDE Through Computer Experiments (Universitext)
Author: Peter Eris Kloeden
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A Multigrid Tutorial
Author: William L. Briggs
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Introduction to Numerical Methods in Differential Equations (Texts in Applied Mathematics)
Author: Mark H. Holmes
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Hyperbolic Partial Differential Equations (Courant Lecture Notes)
Author: Peter D. Lax
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Chebyshev and Fourier Spectral Methods: Second Revised Edition
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Partial Differential Equations with Numerical Methods (Texts in Applied Mathematics)
Author: Stig Larsson
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Finite Difference Schemes and Partial Differential Equations
Author: John Strikwerda
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Spectral Methods: Evolution to Complex Geometries and Applications to Fluid Dynamics (Scientific Computation)
Author: C.G. Canuto
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Applied Linear Algebra and Matrix Analysis (Undergraduate Texts in Mathematics)
Author: Thomas S. Shores
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Numerical Solution of Partial Differential Equations: Finite Difference Methods (Oxford Applied Mathematics & Computing Science Series)
Author: G. D. Smith
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Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach (The Wiley Finance Series)
Author: Daniel J. Duffy
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The Mathematical Theory of Finite Element Methods
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Spectral Methods: Fundamentals in Single Domains (Scientific Computation)
Author: C. Canuto
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Numerical Solution of Partial Differential Equations
Author: K. W. Morton
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Numerical Solution of Hyperbolic Partial Differential Equations
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The Finite Element Method for Elliptic Problems (Classics in Applied Mathematics)
Author: Philippe G. Ciarlet
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Applied Stochastic Control of Jump Diffusions (Universitext)
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Numerical Methods for Partial Differential Equations
Author: G. Evans
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Numerical Partial Differential Equations: Conservation Laws and Elliptic Equations (Texts in Applied Mathematics) (v. 33)
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Partial Differential Equations: Analytical Solution Techniques (Texts in Applied Mathematics)
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Finite Difference Schemes and Partial Differential Equations
Author: John Strikwerda
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Numerical Methods for Elliptic and Parabolic Partial Differential Equations (Texts in Applied Mathematics)
Author: Peter Knabner
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Finite-Difference Methods for Partial Differential Equations (Dover Phoenix Editions)
Author: George E. Forsythe
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Introduction to Applied Mathematics
Author: Gilbert Strang
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Finite Difference Schemes and Partial Differential Equations
Author: John C. Strikwerda
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Finite Difference Schemes and Partial Differential Equations (Wadsworth & Brooks/Cole Mathematics Series)
Author: John C. Strikwerda
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