TY  - BOOK
AU  - Breton,Michèle
AU  - Ben-Ameur,Hatem
ED  - GERAD.
TI  - Numerical methods in finance
SN  - 9780387251172 (HB)
AV  - HG106 .N86 2005
U1  - 332.0151 
PY  - 2005///
CY  - New York
PB  - Springer
KW  - Finance
N1  - Includes bibliographical references
N2  - 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
UR  - http://www.loc.gov/catdir/enhancements/fy0663/2005278371-d.html
UR  - http://www.loc.gov/catdir/enhancements/fy0823/2005278371-t.html
ER  -