https://gdpark.blog/tags/differentiation/Recent content in Differentiation on gdpark.blogHugoenMon, 12 Dec 2016 00:00:00 +0000https://gdpark.blog/posts/financial-engineering-16-differentiation-fundamentals-for-finite-difference-methods/Mon, 12 Dec 2016 00:00:00 +0000https://gdpark.blog/posts/financial-engineering-16-differentiation-fundamentals-for-finite-difference-methods/Before we can tackle FDM and crack open the Black-Scholes PDE numerically, we need to get our differentiation fundamentals straight — so let’s run through it.