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Numerical Methods in Finance: Bordeaux, June 2010 (Springer Proceedings in Mathematics Book 12) (English Edition) - neues Buch
2012, ISBN: 9783642257469
Springer, Kindle Ausgabe, Auflage: 2012, 492 Seiten, Publiziert: 2012-03-23T00:00:00.000Z, Produktgruppe: Digital Ebook Purchas, Statistik, Naturwissenschaft & Mathematik, Fachbücher, Kat… Mehr…
2010, ISBN: 9783642257469
Numerical Methods in Finance - Bordeaux June 2010: ab 138.99 € eBooks > Fachthemen & Wissenschaft > Mathematik Springer-Verlag GmbH eBook als pdf, Springer-Verlag GmbH
2012
ISBN: 9783642257469
Bordeaux, June 2010, eBooks, eBook Download (PDF), 2012, [PU: Springer Berlin], Seiten: 474, Springer Berlin, 2012
2012, ISBN: 9783642257469
Bordeaux, June 2010, eBooks, eBook Download (PDF), Auflage, [PU: Springer-Verlag], Springer-Verlag, 2012
2010, ISBN: 9783642257469
; PDF; Business,Finance and Law > Finance & accounting > Finance, Physica-Verlag HD
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Detailangaben zum Buch - Numerical Methods in Finance
EAN (ISBN-13): 9783642257469
ISBN (ISBN-10): 3642257461
Erscheinungsjahr: 2012
Herausgeber: Springer Berlin
471 Seiten
Sprache: eng/Englisch
Buch in der Datenbank seit 2007-11-04T11:50:24+01:00 (Vienna)
Detailseite zuletzt geändert am 2024-03-12T16:46:23+01:00 (Vienna)
ISBN/EAN: 9783642257469
ISBN - alternative Schreibweisen:
3-642-25746-1, 978-3-642-25746-9
Alternative Schreibweisen und verwandte Suchbegriffe:
Autor des Buches: peng, oud, mora, pierre tan, carmona, moral
Titel des Buches: bordeaux, finance
Daten vom Verlag:
Autor/in: René Carmona; Pierre Del Moral; Peng Hu; Nadia Oudjane
Titel: Springer Proceedings in Mathematics; Numerical Methods in Finance - Bordeaux, June 2010
Verlag: Springer; Springer Berlin
474 Seiten
Erscheinungsjahr: 2012-03-23
Berlin; Heidelberg; DE
Sprache: Englisch
139,09 € (DE)
143,00 € (AT)
165,50 CHF (CH)
Available
XVIII, 474 p.
EA; E107; eBook; Nonbooks, PBS / Wirtschaft/Volkswirtschaft; Spieltheorie; Verstehen; Energy securities; Numerical methods; Optimal stopping; quantitative finance; B; Game Theory; Probability Theory; Mathematics in Business, Economics and Finance; Mathematics and Statistics; Wahrscheinlichkeitsrechnung und Statistik; Stochastik; Angewandte Mathematik; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; BC
Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in Finance held at the 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 also provides an original treatment of Monte Carlo methods for the 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. The articles were carefully written in a pedagogical style and a reasonably self-contained manner. The book is geared toward quantitative analysts, probabilists, and applied mathematicians interested in financial applications.
Sensitivity analysis of energy contractsby stochastic programming techniques.
Part I: Particle Methods in Finance.- R. Carmona, P. Del Moral, P. Hu, N, Oudjane Bhojnarine R. Rambharat: Michael Ludkovski Part II: Numerical methods for backward conditional expectations. Pierre Del Moral, Bruno Rémillard, Sylvain Rubenthale: Bruno Rémillard, Alexandre Hocquard, Hugues Langlois, and Nicolas Papageorgiou Gilles Pagès and Benedikt Wilbertz: Bruno Bouchard, Xavier Warin: Christian Bender and Jessica Steiner: Lisa J. Powers, Johanna Nešlehová, and David A. Stephens: Bowen Zhang and Cornelis W. Oosterlee: Part III: Numerical methods for energy derivatives. Klaus Wiebauer: Marie Bernhart, Huyen Pham, Peter Tankov and Xavier Warin: François Turboult and Yassine Youlal: Xavier Warin: J.Frédéric Bonnans, Zhihao Cen, Thibault Christel:
Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in Finance held at the 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 also provides an original treatment of Monte Carlo methods for the 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. The articles were carefully written in a pedagogical style and a reasonably self-contained manner. The book is geared toward quantitative analysts, probabilists, and applied mathematicians interested in financial applications.
First book in this very precise area Pedagogical and self-contained exposition Includes supplementary material: sn.pub/extras
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