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Download Numerical methods in finance by Michèle Breton, Hatem Ben-Ameur in PDF format completely FREE. No registration required, no payment needed. Get instant access to this valuable resource on PDFdrive.to!
About 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. 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.
Detailed Information
| Author: | Michèle Breton, Hatem Ben-Ameur |
|---|---|
| Publication Year: | 2005 |
| ISBN: | 387251189 |
| Pages: | 268 |
| Language: | English |
| File Size: | 13.529 |
| Format: | |
| Price: | FREE |
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