Articoli correlati a Numerical Methods in Finance
Sinossi
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. This volume 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, also presenting surveys of models and approaches in specific areas in finance, such as corporate debt valuation and portfolio selection.
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Dalla quarta di copertina
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. This book 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. The book also presents surveys of models and approaches in specific areas in finance, such as corporate debt valuation and portfolio selection.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. One of ten volumes marking the 25th anniversary of GERAD covering most of the Center s research areas of expertisePresents some exciting developments arising from the combination of mathematics, numerical analysis, and financeGERAD celebra. Codice articolo 4174154
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Taschenbuch. Condizione: Neu. Numerical Methods in Finance | Michèle Breton (u. a.) | Taschenbuch | xvi | Englisch | 2010 | Springer | EAN 9781441937735 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. Codice articolo 107252423
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Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -GERAD celebrates this year its 25th anniversary. The Center was created in 1980 by a small group of professors and researchers of HEC Montreal, McGill University and of the Ecole Polytechnique de Montreal. GERAD's activities achieved sufficient scope to justify its conversion in June 1988 into a Joint Research Centre of HEC Montreal, the Ecole Polytechnique de Montreal and McGill University. In 1996, the U- versite du Quebec a Montreal joined these three institutions. GERAD has fifty members (professors), more than twenty research associates and post doctoral students and more than two hundreds master and Ph.D. students. GERAD is a multi-university center and a vital forum for the devel- ment of operations research. Its mission is defined around the following four complementarily objectives: ¿ The original and expert contribution to all research fields in GERAD's area of expertise; ¿ The dissemination of research results in the best scientific outlets as well as in the society in general; ¿ The training of graduate students and post doctoral researchers; ¿ The contribution to the economic community by solving important problems and providing transferable tools.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 276 pp. Englisch. Codice articolo 9781441937735
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