9783642257452 - numerical methods in finance: bordeaux, june 2010: 12 (14 risultati)
Lingua: Inglese
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Serie: Libro 14 di 464 - Springer Proceedings in Mathematics & Statistics
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Hardback. Condizione: New. 2012. Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in Finance held at the INRIA Bordeaux (France) on June 1-2, 2010, this book provides an overview of th…e major new advances in the numerical treatment of instruments with American exercises. Naturally it covers the most recent research on the mathematical theory and the practical applications of optimal stopping problems as they relate to financial applications. By extension, it also provides an original treatment of Monte Carlo methods for the recursive computation of conditional expectations and solutions of BSDEs and generalized multiple optimal stopping problems and their applications to the valuation of energy derivatives and assets. The articles were carefully written in a pedagogical style and a reasonably self-contained manner. The book is geared toward quantitative analysts, probabilists, and applied mathematicians interested in financial applications.
Lingua: Inglese
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Condizione: New. pp. 492.
Lingua: Inglese
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Serie: Libro 14 di 464 - Springer Proceedings in Mathematics & Statistics
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Condizione: Sehr gut. Zustand: Sehr gut | Seiten: 492 | Sprache: Englisch | Produktart: Bücher | Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in Finance held at the INRIA Bordeaux…(France) on June 1-2, 2010, this book provides an overview of the major new advances in the numerical treatment of instruments with American exercises. Naturally it covers the most recent research on the mathematical theory and the practical applications of optimal stopping problems as they relate to financial applications. By extension, it also provides an original treatment of Monte Carlo methods for the recursive computation of conditional expectations and solutions of BSDEs and generalized multiple optimal stopping problems and their applications to the valuation of energy derivatives and assets. The articles were carefully written in a pedagogical style and a reasonably self-contained manner. The book is geared toward quantitative analysts, probabilists, and applied mathematicians interested in financial applications.
Lingua: Inglese
Editore: Springer Berlin Heidelberg, 2012
Serie: Libro 14 di 464 - Springer Proceedings in Mathematics & Statistics
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Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Numerical methods in finance have emerged as a cornerstone at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in Finance held at INRIA Bordeaux (France) on June 1-2, 201…0, this book provides an overview of the major new advances in the numerical treatment of instruments with American exercises. Naturally it covers the most recent research on the mathematical theory and the practical applications of optimal stopping problems as they relate to financial applications. By extension, it provides an original treatment of Monte Carlo methods for recursive computation of conditional expectations and solutions of BSDEs and generalized multiple optimal stopping problems and their applications to the valuation of energy derivatives and assets. Articles have been carefully written in a pedagogical style, in a reasonably self-contained manner. The volume is geared toward quantitative analysts, probabilists, and applied mathematicians interested in financial applications.
Numerical Methods in Finance: Bordeaux, June 2010
Carmona, Rene A. (Editor)/ Hu, Peng (Editor)/ Oudjane, Nadia (Editor)/ Del Moral, Pierre (Editor)
Lingua: Inglese
Editore: Springer Verlag, 2012
Serie: Libro 14 di 464 - Springer Proceedings in Mathematics & Statistics
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Hardcover. Condizione: Brand New. 2012 edition. 488 pages. 9.25x6.25x1.25 inches. In Stock.
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Editore: Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2012
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Lingua: Inglese
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Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Numerical methods in finance have emerged as a cornerstone at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in Finance held at INRIA Bordeaux (France)…on June 1-2, 2010, this book provides an overview of the major new advances in the numerical treatment of instruments with American exercises. Naturally it covers the most recent research on the mathematical theory and the practical applications of optimal stopping problems as they relate to financial applications. By extension, it provides an original treatment of Monte Carlo methods for recursive computation of conditional expectations and solutions of BSDEs and generalized multiple optimal stopping problems and their applications to the valuation of energy derivatives and assets. Articles have been carefully written in a pedagogical style, in a reasonably self-contained manner. The volume is geared toward quantitative analysts, probabilists, and applied mathematicians interested in financial applications. 492 pp. Englisch.
Lingua: Inglese
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Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. First book in this very precise area Top contributors Pedagogical and self-contained expositionNumerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and… numerical analysis. Ba.
Lingua: Inglese
Editore: Springer, Springer Berlin Heidelberg Mär 2012, 2012
Serie: Libro 14 di 464 - Springer Proceedings in Mathematics & Statistics
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Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in Finance held at the INRIA Bordeaux (France)…on June 1-2, 2010, this book provides an overview of the major new advances in the numerical treatment of instruments with American exercises. Naturally it covers the most recent research on the mathematical theory and the practical applications of optimal stopping problems as they relate to financial applications. By extension, it also provides an original treatment of Monte Carlo methods for the recursive computation of conditional expectations and solutions of BSDEs and generalized multiple optimal stopping problems and their applications to the valuation of energy derivatives and assets. The articles were carefully written in a pedagogical style and a reasonably self-contained manner. The book is geared toward quantitative analysts, probabilists, and applied mathematicians interested in financial applications.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 492 pp. Englisch.
Lingua: Inglese
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Serie: Libro 14 di 464 - Springer Proceedings in Mathematics & Statistics
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Condizione: New. Print on Demand pp. 492 88 Illus. (Mostly Col.).
Lingua: Inglese
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Condizione: New. PRINT ON DEMAND pp. 492.
