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...

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Bibliographic Details
Corporate Author: ScienceDirect (Online service)
Other Authors: Ciarlet, Philippe G.
Format: eBook
Language:English
Published: Amsterdam ; New York : North-Holland, ©2009.
Subjects:
Online Access:Connect to the full text of this electronic book
Description
Summary: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.
Physical Description:1 online resource (vi, 726 pages) : illustrations (some color)
Bibliography:Includes bibliographical references and indexes.
ISBN:9780444518798
0444518797