Absorbing Boundary Conditions,Analytical Solutions,Average Strategy,CPU Time,Coefficient Matrix,Constitutive Parameters,Crank Nicolson Scheme ... System Of Linear Equations,Time Domain,Time ...

This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in ...

Written by a physicist with over 15 years of experience as a quant on Wall Street, this book treats a wide variety of topics. Presenting the theory and practice of quantitative finance and risk, it ...

Vectors in 3D, definitions and notation, operations on vectors, scalar and vector products, triple products, 2x2 and 3x3 determinants, applications to geometry, equations of a plane and straight line.

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A 2D incompressible Navier-Stokes solver for the classic lid-driven cavity problem, implemented with finite difference method, Runge-Kutta time integrator, and projection method for pressure.