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Numerical Methods in Finance
Numerical Methods in Finance
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Numerical Methods in Finance

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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.
Release date NZ
October 29th, 2010
Audience
  • Professional & Vocational
Contributors
  • Edited by Hatem Ben-Ameur
  • Edited by Michele Breton
Edition
Softcover reprint of hardcover 1st ed. 2005
Illustrations
XVI, 258 p.
Pages
258
Dimensions
156x234x14
ISBN-13
9781441937735
Product ID
8963277

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