61. Fin-Diff-Fin: Finite Differences For Financial Derivative Models Bilateral GermanSlovakian Project Fin-Diff-Fin Finite differences for Financial derivative models financed by the DAAD and the Slovakian Ministery of Education (01/2007-12/2008) http://www.math.tu-berlin.de/~ehrhardt/Projects/black-scholes.html

Bilateral German-Slovakian Project Fin-Diff-Fin: Finite differences for Financial derivative models financed by the DAAD and the Slovakian Ministery of Education Summary The famous Black-Scholes equation is an effective model for option pricing. It was named after the pioneers Black, Scholes and Merton suggested it 1973. The main goal of the present project is the development of effective numerical schemes for solving linear and nonlinear problems arising in mathematical theory of derivative pricing. To do so, there is the evident need to exchange ideas and skills in the field of numerical approximation of derivative pricing models. Moreover this project shall support preparing young promising scientists for their future career. An option is the right (not the duty) to buy ("call option") or to sell ("put option") an asset (typically a stock or a parcel of shares of a company) for a price by the date . European options can only be exercised at the expiration date . For American options exercise is permitted at any time until the expiry date. The standard approach for the scalar Black-Scholes equation for European (American) options results after a standard transformation in a diffusion equation posed on a bounded (unbounded) domain. The second problem arises when considering American options (most of the options on stocks are American style). Then one has to compute numerically the solution on a semi-unbounded domain with a free boundary. Usually finite differences are used to discretize the equation and

62. 3D PNP Solver Provides a tool that solves Poisson-Nernst-Planck equations in 3D using finite difference method. Software can be downloaded as Matlab/Octave sources or used as a web service. http://79.110.196.156/3dpnp/3dpnpsolver.html

63. Finite Differences Finite Differences The method of choice for any engineer given a differential equation to solve is to numerically approximate it using a finite difference scheme, which is to http://finance.bi.no/~bernt/gcc_prog/recipes/recipes/node11.html

Next: Option pricing by simulation Up: Financial Numerical Recipes in Previous: Option pricing with binomial Contents Index Subsections European Options. American Options. Finite Differences The method of choice for any engineer given a differential equation to solve is to numerically approximate it using a finite difference scheme, which is to approximate the continous differential equation with a discrete difference equation, and solve this difference equation. In the following we implement the two schemes described in chapter 14.7 of Hull (1993) , the implicit finite differences and the the explicit finite differences Brennan and Schwartz (1978) is one of the first finance applications of finite differences. Section 14.7 of Hull (1993) has a short introduction to finite differences. Wilmott et al. (1994) is an exhaustive source on option pricing from the perspective of solving partial differential equations. European Options. For European options we do not need to use the finite difference scheme, but we show how one would find the european price for comparison purposes. We show the case of an explitit finite difference scheme. This is an alternative to the implicit finite difference scheme The explicit version is faster, but a problem with the explicit version is that it may not converge. The following follows the discussion of finite differences starting on page 356 of Hull (1993) American Options.

64. Finite Differences And Recurrence Relations Written Compiled by John Goebel, NCSSM Problem Solving Course, 2006 1 Finite Differences and Recurrence Relations Finding a closed formula for a set of ordered pairs is a http://courses.ncssm.edu/goebel/statecon/Topics/ARML/Finite_P.pdf

65. Index Of /~gilbert/rse_intro The Reactor Simulation Editor (rsedit) is a software package designed to solve finite difference equations in a simplified way. The tool kit includes a geometry editor, data structure editors, equation editor and an HTML output library. http://www.cas.mcmaster.ca/~gilbert/rse_intro/

Index of /~gilbert/rse_intro Name Last modified Size Description ... logo.gif 13-Jan-2010 23:00 Apache/2.2.3 (Red Hat) Server at www.cas.mcmaster.ca Port 80

66. Math Forum - Ask Dr. Math How can I find the generating equation for the series 3, 2, 13, 30, 53? http://mathforum.org/library/drmath/view/53223.html

Associated Topics Dr. Math Home Search Dr. Math Method of Finite Differences Date: 10/12/2000 at 14:36:30 From: Victoria Gillett Subject: Turning a series into an equation I was given the equation 3n^2 - 4n - 2. By plugging in 1, 2, 3, 4, 5 for n, I worked out the series: -3, 2, 13, 30, 53. If I were given only the series, how would I work through the series in order to find it the equation? Date: 10/12/2000 at 17:56:01 From: Doctor Greenie Subject: Re: Turning a series into an equation Hi, Victoria. Thanks for sending your question to us here at Dr. Math. The most elementary method I know of to find the equation from the series is called the method of "finite differences." The key to this method is the fact that the equation is a polynomial of degree k if and only if the k-th row of differences generated by the series is constant. That probably doesn't mean anything to you if you haven't seen the method before; I'll show you the method for your series in a few moments. I found an in-depth demonstration of WHY the method of finite differences works in "Finite Differences and Polynomials," from the Dr. Math archives, at the following URL: http://mathforum.org/dr.math/problems/harris.6.17.99.html

67. Numerical-methods.com Notes and Fortran code on topics including Finite elements, finite differences, boundary elements, integral equation methods, optimisation,linear systems, numerical integration, ODEs. http://www.numerical-methods.com/

68. DUNE Numerics DUNE is an open source framework for solving PDEs with grid-based methods like finite elements, finite volumes and finite differences. Implemented using modern C++ generic programming. http://www.dune-project.org

Home About DUNE What is DUNE Features News Gallery ... Publications Download Core Modules (Stable) Release Notes (v2.0) Older Releases External Modules ... Dune Logo Documentation Installation Installing External Libraries Tutorials Class Documentation Community People Mailinglists FAQ User Wiki Development Developing DUNE How to Contribute Unstable Modules Recent Changes Download via SVN Class Documentation Bug Tracking System ... Automated Test Environment DUNE DUNE, the Distributed and Unified Numerics Environment is a modular toolbox for solving partial differential equations (PDE s ) with grid-based methods. It supports the easy implementation of methods like Finite Elements (FE), Finite Volumes (FV), and also Finite Differences (FD). DUNE is free software licensed under the GPL (version 2) with a so called "runtime exception" (see license ). This licence is similar to the one under which the libstdc++ libraries are distributed. Thus it is possible to use DUNE even in proprietary software. The underlying idea of DUNE is to create slim interfaces allowing an efficient use of legacy and/or new libraries. Modern C++ programming techniques enable very different implementations of the same concept (i.e. grids, solvers, ...) using a common interface at a very low overhead. Thus DUNE ensures efficiency in scientific computations and supports high-performance computing applications.

69. Article.tex - HAL Accueil File Format Unrecognized View as HTML http://hal.archives-ouvertes.fr/docs/00/33/34/96/TEX/article.tex

70. Finite Differences Mathematics Books - Browse Books & Magazines At Bizrate. Comp Compare prices on Finite differences Mathematics Books with bizrate. Buy Books Magazines from top rated stores. Comparison shopping for Finite differences Mathematics Books. http://www.bizrate.com/mathematics-books/finite-differences/

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71. MODFLOW And Related Programs USGS s popular modular 3D finite-difference ground-water flow model, plus pre-processors, post-processors, and adaptations for contaminant transport, and air flow. http://water.usgs.gov/nrp/gwsoftware/modflow.html

MODFLOW and Related Programs MODFLOW: 3D Finite-Difference Groundwater Flow Model Status of MODFLOW Versions and MODFLOW-Related Programs Available on USGS Web Pages (December, 2009) MODFLOW-2005 Version: 1.8 (Dec. 18, 2009) MODFLOW-LGR Version: 1.2 (May 18, 2010) MODFLOW-2000 Version: 1.19.01 (Mar. 25, 2010) Related Programs for Simulation of Hydrologic Processes, Model Calibration, and Groundwater Management CFP Version 1.0 April 14, 2008 Conduit Flow Process for MODFLOW 2005 GSFLOW Version: 1.1.2 (July 23, 2010) Coupled G roundwater and S urface-water FLOW model based on the USGS Precipitation-Runoff Modeling System (PRMS) and Modular Groundwater Flow Model (MODFLOW-2005 GWM-2000 Version 1.1.3 [Dec. 7, 2009] and GWM-2005 Version 1.2.02 [July 27, 2010] Capability for groundwater management using optimization techniques with either MODFLOW-2000 or MODFLOW-2005 MF2K-FMP (Win) Version 1.00, (May 19, 2006) and (Win) Version 1.0.00, (Oct. 28. 2009) Estimate dynamically integrated supply-and-demand components of irrigated agriculture as part of the simulation of surface-water and groundwater flow. MF2K-GWT Version 1.9.8 and

72. How Can I Write An Equation That Matches Any Sequence? - Mathematics - Stack Exc Given a list of terms of a sequence as you describe, one technique that may be of use (supplementary to Justin s answer) is finite differences. http://math.stackexchange.com/questions/656/how-can-i-write-an-equation-that-mat

73. Watch Online Math Video On Finite Differences - Generalize A Rule - Algebra 1 Need help with finite differences? Watch an online math video on finite differences from YourTeacher.com, where you can browse over 1000 online math lessons with a personal http://www.yourteacher.com/algebra1/finitedifferences.php

DetectFlashVer = 0; home login contact us support ... Algebra 1 : Lesson 106 Finite Differences Need help with finite differences? The picture above is a screenshot from our lesson on finite differences. The complete lesson includes video examples, interactive practice, multiple-choice self-tests, and more! To access this lesson, SIGN UP NOW! Lesson Description - Finite Differences: This lesson covers the idea of finite differences. Students learn to use finite differences to write an equation that represents the x and y data in a given table. The equation is always y = the multiplier times x + the base. Note that the multiplier is the change in y over the change in x, and the base is the value of y when x = 0. Related Lessons: Finite Differences Generalize a Rule Over 1000 Online Math Lessons Middle School High School Math Pre-Algebra Algebra 1 Geometry Algebra 2 Community College College Math College Pre-Algebra Introductory Algebra Intermediate Algebra College Algebra Find the lesson you need! Textbook Search Our lessons matched to your textbook!

74. Triwaco Integrated Modelling Environment Describes and offers a modular software package for modelling three-dimensional density-dependent groundwater flow, contaminant transport, and visualisation. Supports both finite element (Flairs) and finite difference (ModFlow) calculation methods. http://www.triwaco.com/

English Home Prijzen Ondersteuning ... Contact Bestellen Gratis Demonstratie CD meer Gratis licentie voor onderwijsinstellingen. meer Bestellen meer Modelinstrumentarium Visie Overzicht Databeheer en GIS Modelomgeving ... Visualisatie Modellen Algemeen Oppervlaktewater Neerslag-Afvoer Onverzadigde zone ... Effectmodellen Verder Automatische calibratie Pre/post-processing tools De dataomgeving maakt gebruik van OpenGIS, tegenwoordig OpenGeoSpatial. Dit betekent dat het instrumentarium met vrijwel alle bekende GIS bestanden overweg kan en de aansluiting vindt bij bestaande standaarden (KRW-geoformats, Aquo, INTWIS, IRIS). oppervlaktewater (SOBEK-CF, bakjes, ...), neerslag/afvoer (SOBEK-RR, Wageningenmodel, ...), onverzadigde zone (SWAP, metaSWAP, FLUZO), grondwater (MODFLOW, FLAIRS), gekoppeld (o.a. OpenMI) nationaal modelinstrumentarium effectmodellen (kwaliteitsmodellen o.a. MT3D, ecologie, landbouw,...) De modulaire opbouw en open structuur van het systeem verzekerd de vrijheid in de keuze van modellen. Toevoegen van nieuwe functionaliteit en modellen is dus geen enkel probleem. Onze visie en kernpunten modelinstrumentarium Onze visie is ontwikkeld op basis van ervaringen over een periode van ruim 25 jaar ontwikkeling en toepassing van modellen. Het is belangrijk om te realiseren dat een model nooit wordt gebouwd alleen maar om een model te bouwen. Het maken van een model is een belangrijke stap in een proces waarbij vanuit een vraagstelling een advies gegeven moet worden.

75. Finite Differences | Bukisa Topics Finite Differences 0 Rack Mount Computing. The development of a standardized rack mount computing form factor was driven by the need for more efficient utilization of http://www.bukisa.com/topics/finite-differences

76. The Pencil Code High-order finite-difference Fortran 90 code for compressible hydrodynamic flows with magnetic fields. It is highly modular and can easily be adapted to different types of problems. The code runs efficiently under MPI on massively parallel shared- or distributed-memory computers, like e.g. large Beowulf clusters. http://www.nordita.dk/software/pencil-code/

77. METHOD OF FINITE DIFFERENCES method of finite differences http://www.teachers.ash.org.au/mikemath/numseqfindiff/note2.pdf

78. TrueGrid Homepage An Interactive 3D hexahedral mesh generation system for Finite Element and Finite Difference simulation codes. Imports CAD and solid model geometry and exports to the most popular simulation codes. Suited for structures, fluids, biomechanics, heat transfer, and electrodynamics analysis. http://truegrid.com/

79. CiteULike: Experimental Demonstration Of Noninvasive Transskull Adaptive Focusin by JF Aubry 2003 - Cited by 76 - Related articles http://www.citeulike.org/user/jko/article/4167667

Search all the public and authenticated articles in CiteULike. Enter a search phrase. You can also specify a CiteULike article id ( a DOI ( doi:10.1234/12345678 or a PubMed Id ( pmid:12345678 Click Help for advanced usage. CiteULike jko's CiteULike Search Register Log in Home ... Research Fields NEW Help/FAQ Discussion Contact Us Library ... Recommendations NEW Neighbours Watchlist CiteULike is a free online bibliography manager. Register and you can start organising your references online. Tags Experimental demonstration of noninvasive transskull adaptive focusing based on prior computed tomography scans. by: J. F. Aubry M. Tanter M. Pernot J. L. Thomas ... RIS Export as RIS which can be imported into most citation managers BibTeX Export as BibTeX which can be imported into most citation/bibliography managers PDF Export formatted citations as PDF RTF Export formatted citations as RTF which can be imported into most word processors Delicious Export in format suitable for direct import into delicious.com. Setup a permanent sync to delicious) Formatted Text Export formatted citations as plain text To insert individual citation into a bibliography in a word-processor, select your preferred citation style below and drag-and-drop it into the document.

80. CiteULike: Sparse MRI: The Application Of Compressed Sensing For Rapid MR Imagin by M Lustig 2007 - Cited by 354 - Related articles http://www.citeulike.org/user/ctoraci/article/1942970

Search all the public and authenticated articles in CiteULike. Enter a search phrase. You can also specify a CiteULike article id ( a DOI ( doi:10.1234/12345678 or a PubMed Id ( pmid:12345678 Click Help for advanced usage. CiteULike ctoraci's CiteULike Search Register Log in Home ... Research Fields NEW Help/FAQ Discussion Contact Us Library ... Recommendations NEW Neighbours Watchlist CiteULike is a free online bibliography manager. Register and you can start organising your references online. Tags Sparse MRI: The application of compressed sensing for rapid MR imaging by: Michael Lustig David Donoho John M. Pauly RIS Export as RIS which can be imported into most citation managers BibTeX Export as BibTeX which can be imported into most citation/bibliography managers PDF Export formatted citations as PDF RTF Export formatted citations as RTF which can be imported into most word processors Delicious Export in format suitable for direct import into delicious.com. Setup a permanent sync to delicious) Formatted Text Export formatted citations as plain text To insert individual citation into a bibliography in a word-processor, select your preferred citation style below and drag-and-drop it into the document.

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