Numerical Methods in Finance

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. This book presents some exciting developments arising from the combination of mathematics, numerical analy...

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Detalles Bibliográficos
Autor Corporativo: SpringerLink (-)
Otros Autores: Breton, Michèle, editor (editor), Ben-Ameur, Hatem, editor
Formato: Libro electrónico
Idioma:Inglés
Publicado: Boston, MA : Springer US 2005.
Colección:Springer eBooks.
Acceso en línea:Conectar con la versión electrónica
Ver en Universidad de Navarra:https://innopac.unav.es/record=b36152481*spi
Descripción
Sumario: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. 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.
Descripción Física:XVI, 258 p.
Formato:Forma de acceso: World Wide Web.
ISBN:9780387251189