Partial Differential equation

Discuss anything related to quantitative finance which is not directly connected to a particular book here.

Partial Differential equation

Postby wuyiquant_tobe » Wed Mar 20, 2013 2:37 pm

Hi there,

I am curious to know how much knowledge we need to acquire for quant modelling. I am aware that for equity derivatives, the partial differential equation are used quite a lot, not sure whether this will apply to interest rate derivative too?


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