Mohlo by se vám také líbit

Více informací o knize Numerical Methods in Finance

• Parametry knihy
• Anotace
• Oblíbené z jiného soudku

Nákupem získáte 480 bodů

Anotace knihy

Numerical methods in finance have emerged as a cornerstone at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in Finance held at 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 provides an original treatment of Monte Carlo methods for 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. Articles have been carefully written in a pedagogical style, in a reasonably self-contained manner. The volume is geared toward quantitative analysts, probabilists, and applied mathematicians interested in financial applications.

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Optimization

• Plný název: Numerical Methods in Finance
• Podnázev: Bordeaux, June 2010
• Autor: René A. Carmona, Pierre Del Moral, Peng Hu
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 490
• EAN: 9783642257452
• ISBN: 3642257453
• ID: 01659390
• Nakladatelství: Springer, Berlin
• Hmotnost: 862 g
• Rozměry: 235 × 155 × 30 mm
• Datum vydání: 18. April 2012

Oblíbené z jiného soudku

---

---

---