I am trying to work on the book ‘Numerical methods in Computational Finance’ by Daniel J. Duffy. I understand that there is steep learning curve in Partial Differential Equation (PDE) and Numerical methods before I can understand the content in this book.

SO, I searched randomly on Amazon for books to learn PDE, I came across this book ‘Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach (The Wiley Finance Series)’ by Daniel J. Duffy. I bought this book now. I understand from the content that this book directly supports the learning/understanding the content of the former book.

My question to the members in this forum is ,keeping in relevance to Quantitative Finance field, is there a book or two which does the heavy lifting of explaining the concepts/related concepts in PDE and Numerical methods?

I have understood the concepts: PDE and numerical methods, and done a few problems from books at graduation level. In a way, my understanding my basic.

Kindly suggest.