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Numerical Methods in Finance

Name: Numerical Methods in Finance
Brand: Springer-Verlag New York Inc.
SKU: 01381248
Price: 42854 HUF
Availability: InStock
Author: Michele Breton
ISBN: 9780387251172

Michele Breton

Language

English

Book Hardback

Libristo code: 01381248

Publishers Springer-Verlag New York Inc., May 2005

The use of mathematical models and numerical techniques in finance is a growing practice, and an inc... Full description

Libristo code: 01381248

285 b

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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.§