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Focusing on computational methods, this textbook introduces techniques for numerically computing steady state and Hopf bifurcations, making it a pioneering resource in the field. It is designed for readers with only a basic understanding of calculus, making complex concepts accessible. The book serves as a valuable guide for those interested in numerical bifurcation techniques, providing foundational knowledge and practical applications in the study of dynamical systems.

Tools for Computational Finance offers a clear explanation of computational issues arising in financial mathematics. The new third edition is thoroughly revised and significantly extended, including an extensive new section on analytic methods, focused mainly on interpolation approach and quadratic approximation. Other new material is devoted to risk-neutrality, early-exercise curves, multidimensional Black-Scholes models, the integral representation of options and the derivation of the Black-Scholes equation. New figures, more exercises, and expanded background material make this guide a real must-to-have for everyone working in the world of financial engineering.