Mathematical Models in Finance - Couverture rigide

Howison, S.D.; Kelly, F.P.; Wilmott, P.

Couverture rigide

ISBN 10 : 0412630702 ISBN 13 : 9780412630705

Editeur : CRC Press, 1995

Synopsis

Mathematical Models in Finance compiles papers presented at the Royal Society of London discussion meeting. Topics range from the foundations of classical theory to sophisticated, up-to-date mathematical modeling and analysis. In the wake of the increased level of mathematical awareness in the financial research community, attention has focused on fundamental issues of market modelling that are not adequately allowed for in the standard analyses. Examples include market anomalies and nonlinear coupling effects, and demand new synthesis of mathematical and numerical techniques. This line of inquiry is further stimulated by ever tightening profits due to increased competition. Several papers in this volume offer pointers to future developments in this area.

A propos du livre

À propos de l'auteur

Howison, S.D.; Kelly, F.P.; Wilmott, P.

Détails de l'édition

• Éditeur: CRC Press
• Date d'édition: 1995
• Langue: anglais
• ISBN 10: 0412630702
• ISBN 13: 9780412630705
• Reliure: Relié
• Nombre de pages: 160
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible