Numerical studies of di{uFB00}erential equations and their applications in financial mathematics / (Record no. 51643)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02465cam a2200349 a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | EG-GiCUC |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250223031248.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 150715s2014 ua d f m 000 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | EG-GiCUC |
| Language of cataloging | eng |
| Transcribing agency | EG-GiCUC |
| 041 0# - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | Deposite |
| 097 ## - Thesis Degree | |
| Thesis Level | M.Sc |
| 099 ## - LOCAL FREE-TEXT CALL NUMBER (OCLC) | |
| Classification number | Cai01.12.17.M.Sc.2014.Mu.N |
| 100 0# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Muner Mustafa Abouhasan |
| 245 10 - TITLE STATEMENT | |
| Title | Numerical studies of di{uFB00}erential equations and their applications in financial mathematics / |
| Statement of responsibility, etc. | Muner Mustafa Abou Hasan ; Supervised Laila F. Abdelal , Nasser H. Sweilam , Malak M. Rizk |
| 246 15 - VARYING FORM OF TITLE | |
| Title proper/short title | دراسات عددية للمعادلات التفاضلية وتطبيقاتها في الرياضيات المالية |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Cairo : |
| Name of publisher, distributor, etc. | Muner Mustafa Abou Hasan , |
| Date of publication, distribution, etc. | 2014 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 81 P. : |
| Other physical details | charts ; |
| Dimensions | 25cm |
| 502 ## - DISSERTATION NOTE | |
| Dissertation note | Thesis (M.Sc.) - Cairo University - Faculty of Science - Department of Mathematics |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This thesis is a contribution on numerical solutions for systems of ordinary di{uFB00}erential equations (ODEs) and Black-Scholes parabolic partial di{uFB00}erential equations. Two di{uFB00}erent numerical approaches are presented in this thesis to solve general Black-Scholes equation. The {uFB01}rst one is: The modi{uFB01}ed Dzyadyk{u2019}s approximation iterative method (MDAI-metod) depending on Hermite poly- nomials, which is used to solve sti{uFB00} systems of ordinary di{uFB00}erential equations, then it is also used to solve parabolic partial di{uFB00}erential equations. Using MDAI method to solve partial di{uFB00}erential equations (PDEs) is facilitated by the method of lines which reduce the problem to solve a system of sti{uFB00} ordinary di{uFB00}erential equations. The stability analysis of this method is presented. The second method is: the non-uniform {uFB01}nite di{uFB00}erence method which is used to {uFB01}nd value of European and American put options using Black-Scholes Model. Stability of this method and the truncation error are studied here |
| 530 ## - ADDITIONAL PHYSICAL FORM AVAILABLE NOTE | |
| Additional physical form available note | Issued also as CD |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Black-Scholes equation |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Parabolic partial di{uFB00}erential equations |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | System of ordinary di{uFB00}erential equations |
| 700 0# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Laila Fahmy Abdelal , |
| Relator term | |
| 700 0# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Malak M. Rizk , |
| Relator term | |
| 700 0# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Nasser Hassan Sweilam , |
| Relator term | |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://172.23.153.220/th.pdf">http://172.23.153.220/th.pdf</a> |
| 905 ## - LOCAL DATA ELEMENT E, LDE (RLIN) | |
| Cataloger | Enas |
| Reviser | Cataloger |
| 905 ## - LOCAL DATA ELEMENT E, LDE (RLIN) | |
| Cataloger | Nazla |
| Reviser | Revisor |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Thesis |
| Source of classification or shelving scheme | Not for loan | Home library | Current library | Date acquired | Full call number | Barcode | Date last seen | Koha item type | Copy number |
|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | المكتبة المركزبة الجديدة - جامعة القاهرة | قاعة الرسائل الجامعية - الدور الاول | 11.02.2024 | Cai01.12.17.M.Sc.2014.Mu.N | 01010110066029000 | 22.09.2023 | Thesis | ||
| Dewey Decimal Classification | المكتبة المركزبة الجديدة - جامعة القاهرة | مخـــزن الرســائل الجـــامعية - البدروم | 11.02.2024 | Cai01.12.17.M.Sc.2014.Mu.N | 01020110066029000 | 22.09.2023 | CD - Rom | 66029.CD |