<p></p><p><br/></p><p></p><h1 class="parseasinTitle"><span id="btAsinTitle"><font size="3">Numerical Methods in Finance (Gerad 25th Anniversary) (Hardcover)</font></span></h1><p><span>by <a href="http://www.amazon.com/exec/obidos/search-handle-url/ref=ntt_athr_dp_sr_1?%5Fencoding=UTF8&amp;search-type=ss&amp;index=books&amp;field-author=Mich%C3%A8le%20Breton"><font color="#003399">Michèle Breton</font></a> (Editor), <a href="http://www.amazon.com/exec/obidos/search-handle-url/ref=ntt_athr_dp_sr_3?%5Fencoding=UTF8&amp;search-type=ss&amp;index=books&amp;field-author=Hatem%20Ben-Ameur"><font color="#003399">Hatem Ben-Ameur</font></a> (Editor) </span></p><span><li><b>Hardcover:</b> 258 pages </li><li><b>Publisher:</b> Springer; 1 edition (May 6, 2005) </li><li><b>Language:</b> English </li><li><b>ISBN-10:</b> 0387251170 </li><li><b>ISBN-13:</b> 978-0387251172 </li><p><a href="http://www.amazon.com/gp/reader/0387251170/ref=sib_dp_pt#reader-link"><img id="prodImage" height="240" alt="Numerical Methods in Finance (Gerad 25th Anniversary)" src="http://ecx.images-amazon.com/images/I/41A84EX3TGL._BO2,204,203,200_PIsitb-sticker-arrow-click,TopRight,35,-76_AA240_SH20_OU01_.jpg" width="240" border="0"/></a></p><div class="content"><b>Product Description</b><br/><p>The use of mathematical models and numerical techniques in finance is a growing practice, and an increasing number of applied mathematicians are working on applications in finance and business.<em>
</em><strong>Numerical Methods in Finance </strong>presents some exciting developments arising from the combination of mathematics, numerical analysis, and finance. It covers a wide range of topics, from portfolio management and asset pricing, to performance, risk, debt and real option evaluation. It also presents applications of a variety of cutting edge approaches and techniques, including robust control, min-max optimisation, Bessel processes, stochastic viability, variational inequalities, and Monte-Carlo test techniques. <strong>Numerical Methods in Finance</strong> also presents surveys of models and approaches in specific areas in finance, such as corporate debt valuation and portfolio selection.</p></div></span>

[此贴子已经被作者于2009-5-21 15:24:06编辑过]