Contact
Hoe winkelen bij ons werkt
Bezorging
Winkelgids
Numerical Methods in Finance
Bordeaux, June 2010
Engels
418 b
Retourneren binnen 30 dagen
Klanten kochten ook
/
Gebonden (paperback)
7.39
€
Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in Finance held at the INRIA Bordeaux (France) on June 1-2, 2010, this book provides an overview of the major new advances in the numerical treatment of instruments with American exercises. Naturally it covers the most recent research on the mathematical theory and the practical applications of optimal stopping problems as they relate to financial applications. By extension, it also provides an original treatment of Monte Carlo methods for the recursive computation of conditional expectations and solutions of BSDEs and generalized multiple optimal stopping problems and their applications to the valuation of energy derivatives and assets. The articles were carefully written in a pedagogical style and a reasonably self-contained manner. The book is geared toward quantitative analysts, probabilists, and applied mathematicians interested in financial applications.§
Informatie over het boek
Engels
Geef dit boek vandaag nog cadeau
Dat gaat heel eenvoudig
1 Voeg het boek toe aan je winkelwagentje en selecteer Als cadeau bezorgen 2 Je krijgt van ons per omgaand een voucher 3 Het boek wordt bezorgd op het adres van de ontvangerDit vind je misschien ook interessant
/
Gebonden (paperback)
22.39
€
/
Gebonden (paperback)
30.80
€
Hoi! Ik ben Libroamiko, je boekadviseur.
Hoe kan ik je helpen?