ISBN: 9780387251172

The Nile on eBay   Numerical Methods in Finance by Hatem Ben-Ameur, Michèle Breton The Center was created in 1980 by a small group of professors and researchers of HEC Montrea… Mehr…

The Nile on eBay   Numerical Methods in Finance by Hatem Ben-Ameur, Michèle Breton The Center was created in 1980 by a small group of professors and researchers of HEC Montreal, McGill University and of the Ecole Polytechnique de Montreal. GERAD's activities achieved sufficient scope to justify its conversion in June 1988 into a Joint Research Centre of HEC Montreal, the Ecole Polytechnique de Montreal and McGill University. FORMATHardcover LANGUAGEEnglish CONDITIONBrand New Publisher Description GERAD celebrates this year its 25th anniversary. The Center was created in 1980 by a small group of professors and researchers of HEC Montreal, McGill University and of the Ecole Polytechnique de Montreal. GERAD's activities achieved sufficient scope to justify its conversion in June 1988 into a Joint Research Centre of HEC Montreal, the Ecole Polytechnique de Montreal and McGill University. In 1996, the U- versite du Quebec a Montreal joined these three institutions. GERAD has fifty members (professors), more than twenty research associates and post doctoral students and more than two hundreds master and Ph.D. students. GERAD is a multi-university center and a vital forum for the devel- ment of operations research. Its mission is defined around the following four complementarily objectives: • The original and expert contribution to all research fields in GERAD's area of expertise; • The dissemination of research results in the best scientific outlets as well as in the society in general; • The training of graduate students and post doctoral researchers; • The contribution to the economic community by solving important problems and providing transferable tools. Notes Title is also available as part of a set: Mathematics of Decision Making (978-0-387-26117-1) Back Cover 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. Table of Contents Foreword. Avant-propos. Contributing Authors. Preface.1. Corporate Debt Valuation: The Structural Approach, P. François2. Bessel Processes and Asian Options, D. Dufresne3. Dynamic Management of Portfolios with Transaction Costs under Tychastic Uncertainty, J.-P. Aubin, D. Pujal, and P. Saint-Pierre4. The Robust Control Approach to Option Pricing and Interval Models: An Overview, P. Bernhard5. A Finite Element Method for Two Factor Convertible Bonds, J. de Frutos6. On Numerical Methods and the Valuation of American Options, M. Bellalah7. Valuing American Contingent Claims when Time to Maturity is Uncertain, T. Berrada8. Foreign Direct Investment: The Incentive to Expropriate and the Cost of Expropriation Risk, E. Clark9. Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions, M.-C. Beaulieu, J.-M. Dufour, and L. Khalaf10. A Stochastic Discount Factor-Based Approach for Fixed-income Mutual Fund Performance Evaluation, M.A. Ayadi and L. Kryzanowski11. Portfolio Selection with Skewness, P. Boyle and B. Ding12. Continuous Min-Max Approach for Single Period Portfolio Selection Problem, N. Gülpinar and B. Rustem Long Description GERAD celebrates this year its 25th anniversary. The Center was created in 1980 by a small group of professors and researchers of HEC Montreal, McGill University and of the Ecole Polytechnique de Montreal. GERAD's activities achieved sufficient scope to justify its conversion in June 1988 into a Joint Research Centre of HEC Montreal, the Ecole Polytechnique de Montreal and McGill University. In 1996, the U- versite du Quebec a Montreal joined these three institutions. GERAD has fifty members (professors), more than twenty research associates and post doctoral students and more than two hundreds master and Ph.D. students. GERAD is a multi-university center and a vital forum for the devel- ment of operations research. Its mission is defined around the following four complementarily objectives: * The original and expert contribution to all research fields in GERAD's area of expertise; * The dissemination of research results in the best scientific outlets as well as in the society in general; * The training of graduate students and post doctoral researchers; * The contribution to the economic community by solving important problems and providing transferable tools. Feature One of ten volumes marking the 25th anniversary of GERAD covering most of the Center's research areas of expertise Presents some exciting developments arising from the combination of mathematics, numerical analysis, and finance Description for Sales People 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 volume 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, also presenting surveys of models and approaches in specific areas in finance, such as corporate debt valuation and portfolio selection. Details ISBN0387251170 Series Gerad 25th Anniversary Language English ISBN-10 0387251170 ISBN-13 9780387251172 Media Book Format Hardcover Series Number 9 Year 2005 Imprint Springer-Verlag New York Inc. Place of Publication New York, NY Country of Publication United States Edited by Michèle Breton Affiliation GERAD and HEC Montreal Author Michèle Breton Short Title NUMERICAL METHODS IN FINANCE 2 Pages 258 DOI 10.1023/b99314;10.1007/b106806 AU Release Date 2005-05-06 NZ Release Date 2005-05-06 US Release Date 2005-05-06 UK Release Date 2005-05-06 Publisher Springer-Verlag New York Inc. Edition Description 2005 ed. Edition 2005th Publication Date 2005-05-06 Alternative 9781441937735 DEWEY 330 Illustrations XVI, 258 p. Audience Professional & Vocational We've got thisAt The Nile, if you're looking for it, we've got it.With fast shipping, low prices, friendly service and well over a million items - you're bound to find what you want, at a price you'll love! TheNile_Item_ID:96271282; , Nieuw, Festpreisangebot, [LT: FixedPrice], ISBN-13: 9780387251172, Book Title: Numerical Methods in Finance, Publication Year: 2005, Type: Textbook, Format: Hardcover, Language: English, Publication Name: Numerical Methods in Finance, Item Height: 235mm, Item Width: 155mm, Subject: Economics, Government, Finance, Item Weight: 1260g, Number of Pages: 258 Pages, Springer-Verlag NY Inc.<

2005, ISBN: 0387251170

[EAN: 9780387251172], Neubuch, [SC: 20.34], [PU: Springer US], FINANZIERUNG; MATHEMATIK / WIRTSCHAFTS- U. SOZIALWISSENSCHAFTEN; NATIONALÖKONOMIE; VOLKSWIRTSCHAFT - VOLKSWIRTSCHAFTSLEHRE V… Mehr…

[EAN: 9780387251172], Neubuch, [SC: 20.34], [PU: Springer US], FINANZIERUNG; MATHEMATIK / WIRTSCHAFTS- U. SOZIALWISSENSCHAFTEN; NATIONALÖKONOMIE; VOLKSWIRTSCHAFT - VOLKSWIRTSCHAFTSLEHRE VOLKSWIRT; ASSET; LINEAROPTIMIZATION; OPTIMISATION; OPTIMIZATION; PARAPLUSIG; PORTFOLIO; PRICING, Druck auf Anfrage Neuware -GERAD celebrates this year its 25th anniversary. The Center was created in 1980 by a small group of professors and researchers of HEC Montreal, McGill University and of the Ecole Polytechnique de Montreal. GERAD's activities achieved sufficient scope to justify its conversion in June 1988 into a Joint Research Centre of HEC Montreal, the Ecole Polytechnique de Montreal and McGill University. In 1996, the U- versite du Quebec a Montreal joined these three institutions. GERAD has fifty members (professors), more than twenty research associates and post doctoral students and more than two hundreds master and Ph.D. students. GERAD is a multi-university center and a vital forum for the devel- ment of operations research. Its mission is defined around the following four complementarily objectives: - The original and expert contribution to all research fields in GERAD's area of expertise; - The dissemination of research results in the best scientific outlets as well as in the society in general; - The training of graduate students and post doctoral researchers; - The contribution to the economic community by solving important problems and providing transferable tools. 280 pp. Englisch, Books<

2006, ISBN: 9780387251172

[ED: Buch], [PU: Springer US], Neuware - GERAD celebrates this year its 25th anniversary. The Center was created in 1980 by a small group of professors and researchers of HEC Montreal, Mc… Mehr…

[ED: Buch], [PU: Springer US], Neuware - GERAD celebrates this year its 25th anniversary. The Center was created in 1980 by a small group of professors and researchers of HEC Montreal, McGill University and of the Ecole Polytechnique de Montreal. GERAD's activities achieved sufficient scope to justify its conversion in June 1988 into a Joint Research Centre of HEC Montreal, the Ecole Polytechnique de Montreal and McGill University. In 1996, the U- versite du Quebec a Montreal joined these three institutions. GERAD has fifty members (professors), more than twenty research associates and post doctoral students and more than two hundreds master and Ph.D. students. GERAD is a multi-university center and a vital forum for the devel- ment of operations research. Its mission is defined around the following four complementarily objectives: - The original and expert contribution to all research fields in GERAD's area of expertise - The dissemination of research results in the best scientific outlets as well as in the society in general - The training of graduate students and post doctoral researchers - The contribution to the economic community by solving important problems and providing transferable tools.- Besorgungstitel - vorauss. Lieferzeit 3-5 Tage., DE, [SC: 39.99], Neuware, gewerbliches Angebot, 241x160x20 mm, 280, [GW: 588g], Banküberweisung, Offene Rechnung, Kreditkarte, PayPal, Offene Rechnung (Vorkasse vorbehalten), Internationaler Versand<

ISBN: 9780387251172

GERAD celebrates this year its 25th anniversary. The Center was created in 1980 by a small group of professors and researchers of HEC Montreal, McGill University and of the Ecole Polytech… Mehr…

GERAD celebrates this year its 25th anniversary. The Center was created in 1980 by a small group of professors and researchers of HEC Montreal, McGill University and of the Ecole Polytechnique de Montreal. GERAD''s activities achieved sufficient scope to justify its conversion in June 1988 into a Joint Research Centre of HEC Montreal, the Ecole Polytechnique de Montreal and McGill University. In 1996, the U- versite du Quebec a Montreal joined these three institutions. GERAD has fifty members (professors), more than twenty research associates and post doctoral students and more than two hundreds master and Ph. D. students. GERAD is a multi-university center and a vital forum for the devel- ment of operations research. Its mission is defined around the following four complementarily objectives: â?¢ The original and expert contribution to all research fields in GERAD''s area of expertise; â?¢ The dissemination of research results in the best scientific outlets as well as in the society in general; â?¢ The training of graduate students and post doctoral researchers; â?¢ The contribution to the economic community by solving important problems and providing transferable tools. | Numerical Methods In Finance by Mich Breton Hardcover | Indigo Chapters Books > Business & Finance > Economics P10110, Mich Breton<

ISBN: 9780387251172

GERAD celebrates this year its 25th anniversary. The Center was created in 1980 by a small group of professors and researchers of HEC Montreal, McGill University and of the Ecole Polytech… Mehr…

GERAD celebrates this year its 25th anniversary. The Center was created in 1980 by a small group of professors and researchers of HEC Montreal, McGill University and of the Ecole Polytechnique de Montreal. GERAD''s activities achieved sufficient scope to justify its conversion in June 1988 into a Joint Research Centre of HEC Montreal, the Ecole Polytechnique de Montreal and McGill University. In 1996, the U- versite du Quebec a Montreal joined these three institutions. GERAD has fifty members (professors), more than twenty research associates and post doctoral students and more than two hundreds master and Ph.D. students. GERAD is a multi-university center and a vital forum for the devel- ment of operations research. Its mission is defined around the following four complementarily objectives: • The original and expert contribution to all research fields in GERAD''s area of expertise; • The dissemination of research results in the best scientific outlets as well as in the society in general; • The training of graduate students and post doctoral researchers; • The contribution to the economic community by solving important problems and providing transferable tools. Books > Business > Economics List_Books, [PU: Springer]<