rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Handbook of numerical analysis
    part number: Volume 15
  name:
    name part: Ciarlet, Philippe G.
  name:
    name part: ScienceDirect (Online service)
  type of resource: text
  genre: bibliography
  genre: Electronic books.
  origin info:
    place:
      place term: ne
    place:
      place term: Amsterdam
    place:
      place term: New York
    publisher: North-Holland
    date issued: ©2009
    date issued: 2009
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (vi, 726 pages) : illustrations (some color)
  abstract: 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.
  table of contents: Part I: Mathematical Models -- On Model Risk -- Robust Optimization Problems in Finance -- A Survey of Stochastic Portfolio Theory -- Stochastic Volatility Modeling and Use of Perturbation Methods -- Downside and Drawdown Risk Characteristics of Optimal Continuous Time -- Portfolio of Choice and Valuation in Incomplete Markets -- Integration by Parts Formulas for Levy Processes Application in Finance -- Part II: Computational Methods --On the Discrete Time Capital Asset Pricing Model -- Quantization Methods and Applications to Numerical Problems in Finance -- Recombining Binomial Tree Approximations for Diffusions -- Computational Methods for Calibration -- Numerical Methods in Finance: Monte Carlo Methods -- Part III: Applications -- Real Options -- Anticipative Stochastic Control for Levy Processes with Application to Insider Trading -- Functional Quantization and Applications to the Pricing of Path-Dependent Derivatives -- Stochastic Clock in Financial Markets -- Exotic Options -- Filtering a Regime Switching VG Price Process.
  note: edited by P.G. Ciarlet.
  note: Includes bibliographical references and indexes.
  subject:
    topic: Numerical analysis
  subject:
    topic: Analyse numérique
  subject:
    topic: Numerical analysis
  subject:
    topic: Finanzmathematik
  subject:
    topic: Numerieke wiskunde
  subject:
    topic: Analyse numérique
  classification: QA297 .H287 v.15
  classification: 518
  identifier: 9780444518798
  identifier: 0444518797
  identifier: 133544:133669 Elsevier Science & Technology
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: OPELS
    record creation date: 120116
    record change date: 20260326191025.5
    record identifier: in00005749237
    language of cataloging:
      language term: eng