Handbook of numerical analysis. Vol.XV
Special Volume: Mathematical modeling and numerical methods in finance
- ISBN: 9780444518798
- Editorial: North Holland
- Fecha de la edición: 2008
- Lugar de la edición: Amsterdam. Países Bajos
- Encuadernación: Cartoné
- Medidas: 24 cm
- Nº Pág.: 726
- Idiomas: Inglés
Ed. P.G. Ciarlet; Guest editors A. Bensoussan, Q. Zhang. ------------------------------------------------------------------------ ------------------------------------------------------------------------ ------------------------------------------------------------------------ Mathematical Finance is a prolific scientific domain in which there exists a particular characteristic of developing both advanced theories and practical techniques simultaneously. "Mathematical Modeling and Numerical Methods in Finance" addresses the three most important aspects in the field: mathematical models, computational methods, and applications and provides a solid overview of major new ideas and results in the three domains. This book features coverage of all aspects of quantitative finance including models, computational methods and applications. It provides an overview of new ideas and results. The contributors are leaders of the field.
Ed. P.G. Ciarlet; Guest editors A. Bensoussan, Q. Zhang
