Numerical Methods in Finance

Hatem Ben-Ameur

ISBN 10: 1441937730 / ISBN 13: 9781441937735

Published by Springer US, Springer US, 2010

About this Item

Druck auf Anfrage Neuware - Printed after ordering - GERAD celebrates this year its 25th anniversary. The Center was created in 1980 by a small group of professors and researchers of HEC Montreal, McGill University and of the Ecole Polytechnique de Montreal. GERAD's activities achieved sufficient scope to justify its conversion in June 1988 into a Joint Research Centre of HEC Montreal, the Ecole Polytechnique de Montreal and McGill University. In 1996, the U- versite du Quebec a Montreal joined these three institutions. GERAD has fifty members (professors), more than twenty research associates and post doctoral students and more than two hundreds master and Ph.D. students. GERAD is a multi-university center and a vital forum for the devel- ment of operations research. Its mission is defined around the following four complementarily objectives: - The original and expert contribution to all research fields in GERAD's area of expertise; - The dissemination of research results in the best scientific outlets as well as in the society in general; - The training of graduate students and post doctoral researchers; - The contribution to the economic community by solving important problems and providing transferable tools.

Seller Inventory # 9781441937735

Bibliographic Details

• Title: Numerical Methods in Finance
• Publisher: Springer US, Springer US
• Publication Date: 2010
• Language: English
• ISBN 10: 1441937730
• ISBN 13: 9781441937735
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 235W x 155H x 16D millimeters 235 millimeters width by 155 millimeters height by 16 millimeters depth
• Weight: 423 grams

About this title

Synopsis

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 volume 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, also presenting surveys of models and approaches in specific areas in finance, such as corporate debt valuation and portfolio selection.

From the Back Cover

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.