Checked the forum and didnt see this book anywhere. Got a neat little Dover book called "Partial Differential Equations for Scientists and Engineers." by Stanley J. Farlow. Does nice coverage of all types of linear P.D.E's (parabolic, hyperbolic, elliptic) does some stuff on numerical methods. I like is approach because he covers all the tricks in short easy units. Also in the heat equation he covers convection and lateral heat flow (each with corresponding terms in the Black Scholes equation of course) in separate sections . It's a nice review of PDE's and I already feel more comfortable with the BS equation as a result. Can't wait to get to Monte Carlo, and finite difference methods. Although I did both of these things in grad school, I hated the way I learned the techniques (solve this one problem, and then move on...).Would probably recommend the book for engineers and physcists who want to review the basics of P.D.E's.

I agree, Farlow is an excellent self-study book, especially for a Dover price.

Generally speaking, Dover books (although mostly they are just translation from Russian, French, etc. to English; they make a good assessment of which book to translate) are as good as any Springer (here are original books) but a lot less expensive. Maybe Wilmott's bookstore should check them out.

MaeloWe have some Dover books, incuding the Farlow one:Partial Differential Equations by FarlowI'll see which ones we're missing.Philip