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2.8 Further reading
- Eulerian schemes for advection-diffusion problems.
Numerical Recipes
[24] §19.1-19.2,
Boris [9]
- Computational electromagnetics.
EMLIB homepage
[21],
Jin [18], Taflove [30]
- Linear solvers.
Software from netlib,
PetSc
and Numerical Recipes
[24] §2.4,
Dahlquist [10] §6.3, §11.1-11.4,
Saad [26].
- Option pricing.
Visit our own
distance learning course,
Björk [7], Duffie [11], Hull [16],
Rebonato [25], Wilmott [33].