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Handbook of numerical analysis. Volume 15 /
Mathematical Finance is a prolific scientific domain in which there exists a particular characteristic of developing both advanced theories and practical techniques simultaneously. Mathematical Modelling and Numerical Methods in Finance addresses the three most importants aspects in the field: mathe...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Amsterdam ; New York :
North-Holland,
�2009.
|
| Temas: | |
| Acceso en línea: | Texto completo Texto completo |
MARC
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| 020 | |a 9780444518798 |q (electronic bk.) | ||
| 020 | |a 0444518797 |q (electronic bk.) | ||
| 035 | |a (OCoLC)772909643 | ||
| 050 | 4 | |a QA297 |b .H287 v.15 | |
| 072 | 7 | |a QA |2 lcco | |
| 080 | |a 511 | ||
| 082 | 0 | 4 | |a 518 |2 22 |
| 245 | 0 | 0 | |a Handbook of numerical analysis. |n Volume 15 / |c edited by P.G. Ciarlet. |
| 260 | |a Amsterdam ; |a New York : |b North-Holland, |c �2009. | ||
| 300 | |a 1 online resource (vi, 726 pages) : |b illustrations (some color) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 520 | |a Mathematical Finance is a prolific scientific domain in which there exists a particular characteristic of developing both advanced theories and practical techniques simultaneously. Mathematical Modelling and Numerical Methods in Finance addresses the three most importants 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. . Coverage of all aspects of quantitative finance including models, computational methods and applications . Provides an overview of new ideas and results . Contributors are leaders of the field. | ||
| 505 | 0 | 0 | |g Part I: |t Mathematical Models -- |t On Model Risk -- |t Robust Optimization Problems in Finance -- |t A Survey of Stochastic Portfolio Theory -- |t Stochastic Volatility Modeling and Use of Perturbation Methods -- |t Downside and Drawdown Risk Characteristics of Optimal Continuous Time -- |t Portfolio of Choice and Valuation in Incomplete Markets -- |t Integration by Parts Formulas for Levy Processes Application in Finance -- |g Part II: |t Computational Methods --On the Discrete Time Capital Asset Pricing Model -- |t Quantization Methods and Applications to Numerical Problems in Finance -- |t Recombining Binomial Tree Approximations for Diffusions -- |t Computational Methods for Calibration -- |t Numerical Methods in Finance: Monte Carlo Methods -- |g Part III: |t Applications -- |t Real Options -- |t Anticipative Stochastic Control for Levy Processes with Application to Insider Trading -- |t Functional Quantization and Applications to the Pricing of Path-Dependent Derivatives -- |t Stochastic Clock in Financial Markets -- |t Exotic Options -- |t Filtering a Regime Switching VG Price Process. |
| 504 | |a Includes bibliographical references and indexes. | ||
| 650 | 0 | |a Numerical analysis. | |
| 650 | 6 | |a Analyse num�erique. |0 (CaQQLa)201-0021900 | |
| 650 | 7 | |a Numerical analysis |2 fast |0 (OCoLC)fst01041273 | |
| 650 | 7 | |a Finanzmathematik |2 gnd |0 (DE-588)4017195-4 | |
| 650 | 1 | 7 | |a Numerieke wiskunde. |2 gtt |
| 650 | 7 | |a Analyse num�erique. |2 ram | |
| 700 | 1 | |a Ciarlet, Philippe G. | |
| 856 | 4 | 0 | |u https://sciencedirect.uam.elogim.com/science/book/9780444518798 |z Texto completo |
| 856 | 4 | 0 | |u https://sciencedirect.uam.elogim.com/science/handbooks/15708659/15 |z Texto completo |