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Numerical Methods in Finance || Bessel Processes and Asian Options

✍ Scribed by Breton, Michèle; Ben-Ameur, Hatem

Book ID
118151851
Publisher
Springer-Verlag
Year
2005
Tongue
English
Weight
799 KB
Edition
2005
Category
Article
ISBN-13
9780387251172

No coin nor oath required. For personal study only.

✦ Synopsis

the Use Of Mathematical Models And Numerical Techniques In Finance Is A Growing Practice, And An Increasing Number Of Applied Mathematicians Are Working On Applications In Finance And Business. Numerical Methods In Finance Presents Some Exciting Developments Arising From The Combination Of Mathematics, Numerical Analysis, And Finance. It Covers A Wide Range Of Topics, From Portfolio Management And Asset Pricing, To Performance, Risk, Debt And Real Option Evaluation. It Also Presents Applications Of A Variety Of Cutting Edge Approaches And Techniques, Including Robust Control, Min-max Optimisation, Bessel Processes, Stochastic Viability, Variational Inequalities, And Monte-carlo Test Techniques. Numerical Methods In Finance Also Presents Surveys Of Models And Approaches In Specific Areas In Finance, Such As Corporate Debt Valuation And Portfolio Selection.

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