Numerical Recipes 3rd Edition: The Art of Scientific Computing
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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance) (v. 2)
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Numerical Linear Algebra
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Partial Differential Equations: An Introduction
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Numerical Optimization (Springer Series in Operations Research and Financial Engineering)
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Finite Difference Methods for Ordinary and Partial Differential Equations: Steady-State and Time-Dependent Problems (Classics in Applied Mathematics)
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Matrix Computations (Johns Hopkins Studies in Mathematical Sciences)(3rd Edition)
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Finite Volume Methods for Hyperbolic Problems (Cambridge Texts in Applied Mathematics)
Author: Randall J. LeVeque
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A First Course in the Numerical Analysis of Differential Equations (Cambridge Texts in Applied Mathematics)
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Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations
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Numerical Solution of Partial Differential Equations: An Introduction
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Level Set Methods and Dynamic Implicit Surfaces
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Partial Differential Equations: Methods and Applications (2nd Edition)
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Numerical Methods for Conservation Laws
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Partial Differential Equations: An Introduction
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Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach (The Wiley Finance Series)
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Numerical Solution of Partial Differential Equations: Finite Difference Methods (Oxford Applied Mathematics & Computing Science Series)
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Numerical Partial Differential Equations: Finite Difference Methods (Texts in Applied Mathematics)
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The Finite Element Method for Elliptic Problems (Classics in Applied Mathematics)
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Difference Methods for Initial-Value Problems
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Numerical Partial Differential Equations: Conservation Laws and Elliptic Equations (Texts in Applied Mathematics) (v. 33)
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The Numerical Solution of Ordinary and Partial Differential Equations (Pure and Applied Mathematics: A Wiley-Interscience Series of Texts, Monographs and Tracts)
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