Designed to provide tools for independent study, this book contains student-tested mathematical exercises joined with MATLAB programming exercises. Most chapter

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This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models

A revised textbook for introductory courses in numerical methods, MATLAB and technical computing, which emphasises the use of mathematical software.

This textbook introduces several major numerical methods for solving various partial differential equations (PDEs) in science and engineering, including ellipti