[下载]Numerical Methods in Fiance

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327920.pdf (13.53 MB)

2009-5-21 15:22:00 上传

Numerical Methods in Finance (Gerad 25th Anniversary) (Hardcover)

by Michèle Breton (Editor), Hatem Ben-Ameur (Editor)

Hardcover: 258 pages

Publisher: Springer; 1 edition (May 6, 2005)

Language: English

ISBN-10: 0387251170

ISBN-13: 978-0387251172

Product Description

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. Numerical Methods in Finance 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. Numerical Methods in Finance also presents surveys of models and approaches in specific areas in finance, such as corporate debt valuation and portfolio selection.

[此贴子已经被作者于2009-5-21 15:24:06编辑过]

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关键词：Numerical numeric Methods Method Fiance 下载 Methods Numerical Fiance