The decomposition of portfolio risks in terms of the underlying assets, which are extremely important for risk budgeting, asset allocation and risk monitoring, is well described by risk contributions.

Finite difference methods have become a cornerstone in the simulation of seismic wave propagation, providing a robust numerical framework to approximate the differential equations that govern seismic ...

Finite-Difference Time-Domain (FDTD) methods represent a cornerstone in the numerical simulation of wave propagation phenomena. These methods solve Maxwell’s equations directly in the time domain, ...

Two methods are presented for efficiently computing the eigenvalues of the finite-difference Laplacian. One method embeds the region considered in a rectangle. The other method is applicable when the ...