Kniha Numerical Methods in Finance Michele Breton

Numerical Methods in Finance

Jazyk: Angličtina
Väzba: Pevná
Dostupnosť: Skladom u dodávateľa
Odosielame za 10-13 dní
99.59
The use of mathematical models and numerical techniques in finance is a growing practice, and an inc...

Informácie o knihe

Jazyk
Angličtina
Väzba
Kniha - Pevná
Vydalo
2005
Stránok
258
EAN
9780387251172
ISBN
0387251170
Enbook ID
01381248
Hmotnosť
1260
Rozmery
155 x 235 x 20

Kompletný popis

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.§

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