Numerical methods in finance /
Numerical methods in finance /
- New York : Springer, c2005.
- xv, 258 p. :
- GERAD 25th anniversary series ; .
Includes bibliographical references.
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.
9780387251172 (HB) 0387251170 (HB) 9780387251189 (ebook) 0387251189 (ebook)
Finance
HG106 / .N86 2005
332.0151 / NUM
Includes bibliographical references.
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.
9780387251172 (HB) 0387251170 (HB) 9780387251189 (ebook) 0387251189 (ebook)
Finance
HG106 / .N86 2005
332.0151 / NUM