000			01591cam a22003254a 4500
008			050621s2005 nyua b 000 0 eng
020			_a9780387251172 (HB)
020			_a0387251170 (HB)
020			_a9780387251189 (ebook)
020			_a0387251189 (ebook)
040			_aDLC _cDLC
050	0	0	_aHG106 _b.N86 2005
082			_a332.0151 _bNUM
245	0	0	_aNumerical methods in finance /
260			_aNew York : _bSpringer, _cc2005.
300			_axv, 258 p. :
440		0	_aGERAD 25th anniversary series ;
504			_aIncludes bibliographical references.
520			_aThis 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.
590			_asms 08/05/2018
591			_aLoans
650		0	_aFinance
700	1		_aBreton, Michèle.
700	1		_aBen-Ameur, Hatem.
710	2		_aGERAD.
856	4	2	_uhttp://www.loc.gov/catdir/enhancements/fy0663/2005278371-d.html
856	4	1	_uhttp://www.loc.gov/catdir/enhancements/fy0823/2005278371-t.html
942			_2ddc _cBOOK
949			_a332.0151 NUM
999			_c8361 _d8361