The pricing of derivative instruments has always been a highly complex and time-consuming activity. Advances in technology, however, have enabled much quicker and more accurate pricing through mathematical rather than analytical models. There are several numerical methods that can be used in the pricing of derivative instruments, of which the finite element method is one. In this book Juergen Topper attempts to bridge the divide between finance and mathematics by applying this proven mathematical technique to the financial markets. Utilising practical examples and aided by easy to use computer programs, the author systematically describes the processes involved in a manner accessible to those without a deep understanding of mathematics. This book is a detailed and comprehensive account of the methods involved and is the first to explore the application of these particular techniques to the financial markets.