[DOWNLOAD] "Numerical Methods in Finance" by Michèle Breton & Hatem Ben-Ameur " eBook PDF Kindle ePub Free

eBook details

Title: Numerical Methods in Finance
Author : Michèle Breton & Hatem Ben-Ameur
Release Date : January 05, 2005
Genre: Economics,Books,Business & Personal Finance,Finance,
Pages : * pages
Size : 4295 KB

Description

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. This book 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. The book also presents surveys of models and approaches in specific areas in finance, such as corporate debt valuation and portfolio selection.