Handbook of Computational and Numerical Methods in Finance

Rachev, Svetlozar T.; Anastassiou, George A.; Rachev, S.T.; Birkhauser

ISBN 10: 0817632190 / ISBN 13: 9780817632199

Edité par Springer, 2004

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pp. 448 Illus. N° de réf. du vendeur 7547323

Détails bibliographiques

Titre : Handbook of Computational and Numerical ...

Éditeur : Springer

Date d'édition : 2004

Reliure : Couverture rigide

Etat : New

A propos de ce titre

Synopsis :

The subject of numerical methods in finance has recently emerged as a new discipline at the intersection of probability theory, finance, and numerical analysis. The methods employed bridge the gap between financial theory and computational practice, and provide solutions for complex problems that are difficult to solve by traditional analytical methods. Although numerical methods in finance have been studied intensively in recent years, many theoretical and practical financial aspects have yet to be explored. This volume presents current research and survey articles focusing on various numerical methods in finance. The book is designed for the academic community and will also serve professional investors.