Handbook of Numerical Analysis. Solution of Equations in Rn (Part 4), Techniques of Scientific Computing (Part 4), Numerical Methods for Fluids (Part 2) Volume 8

v. 1. Finite difference methods (pt. 1). Solutions of equations in Rn (pt. 1) v. 2. Finite element methods (pt. 1) v. 3. Techniques of scientific computing (pt. 1). Numerical methods for solids (pt. 1). Solution of equations in Rn (pt. 2) v. 4. Finite element methods (pt. 2). Numerical methods for solids (pt. 2) v. 6. Numerical methods for solids (pt. 3). Numerical methods for fluids (pt. 1) v. 7. Solution of equations in Rn (pt. 3). Techniques of scientific computing (pt. 3) v. 8. Solution of equations in Rn (pt. 4). Techniques of scientific computing (pt. 4). Numerical methods for fluids (pt. 2) v. 9. Numerical methods for fluids (pt. 3) v. 10. Special volume computational chemistry / guest editor, C. Le Bris v. 11. Special volume foundations of computational mathematics / guest editor, F. Cucker Mathematical Finance is a prolific scientific domain in which there exists a particular characteristic of developing both advanced theories and practical techniques simultaneously. This book addresses the three aspects in the field: mathematical models, computational methods, and applications. This series covers all the major aspects of numerical analysis, serving as the basic reference work on the subject. Each volume concentrates on one to three particular topics. Each article is an in-depth survey, reflecting up-to-date trends in the field, and is essentially self-contained. A prototype of an eigenvalue problem is to determine nontrivial solutions of the equation Ax = x, (1.1) where A  C"x" is given, and x  0  C" and   C are unknown.