Numerical Methods in Finance / Bordeaux, June 2010 / René A. Carmona (u. a.) / Buch / Springer Proceedings in Mathematics / Englisch / 2012 / Springer-Verlag GmbH / EAN 9783642257452 - gebunden oder broschiert
2012, ISBN: 9783642257452
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Numerical Methods in Finance / Bordeaux, June 2010 / René A. Carmona (u. a.) / Buch / Springer Proceedings in Mathematics / Englisch / 2012 / Springer-Verlag GmbH / EAN 9783642257452 - gebunden oder broschiert
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Numerical Methods in Finance / Bordeaux, June 2010 / René A. Carmona (u. a.) / Buch / Springer Proceedings in Mathematics / Englisch / 2012 / Springer-Verlag GmbH / EAN 9783642257452 - gebunden oder broschiert
2012, ISBN: 9783642257452
[ED: Gebunden], [PU: Springer-Verlag GmbH], Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on pr… Mehr…
Carmona, René A.:
Numerical Methods in Finance / Bordeaux, June 2010 / René A. Carmona (u. a.) / Buch / Springer Proceedings in Mathematics / Englisch / 2012 / Springer-Verlag GmbH / EAN 9783642257452 - gebunden oder broschiert2012, ISBN: 9783642257452
[ED: Gebunden], [PU: Springer-Verlag GmbH], Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on pr… Mehr…
2012
ISBN: 9783642257452
Bordeaux, June 2010, Buch, Hardcover, 2012, Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on pr… Mehr…
2012, ISBN: 3642257453
Edition Gebundene Ausgabe Finanzmathematik, Mathematik / Finanzmathematik, Spieltheorie, Wahrscheinlichkeit - Wahrscheinlichkeitstheorie, Mathematik / Statistik, Stochastik, Wahrscheinl… Mehr…
2012, ISBN: 3642257453
Edition Gebundene Ausgabe Finanzmathematik, Mathematik / Finanzmathematik, Spieltheorie, Wahrscheinlichkeit - Wahrscheinlichkeitstheorie, Mathematik / Statistik, Stochastik, Wahrscheinl… Mehr…
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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.
Detailangaben zum Buch - Numerical Methods in Finance
EAN (ISBN-13): 9783642257452
ISBN (ISBN-10): 3642257453
Gebundene Ausgabe
Taschenbuch
Erscheinungsjahr: 2012
Herausgeber: Springer Berlin
471 Seiten
Gewicht: 0,869 kg
Sprache: Englisch
Buch in der Datenbank seit 2007-09-18T21:23:45+02:00 (Vienna)
Detailseite zuletzt geändert am 2023-07-02T16:03:42+02:00 (Vienna)
ISBN/EAN: 9783642257452
ISBN - alternative Schreibweisen:
3-642-25745-3, 978-3-642-25745-2
Alternative Schreibweisen und verwandte Suchbegriffe:
Autor des Buches: peng, oud, mora, carmona, moral
Titel des Buches: methods numerical mathematics, the mathematics finance, bordeaux, springer mathematics
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: 2012-03-26
Berlin; Heidelberg; DE
Gedruckt / Hergestellt in Niederlande.
Sprache: Englisch
149,79 € (DE)
153,99 € (AT)
165,50 CHF (CH)
POD
XVIII, 474 p.
BB; Hardcover, Softcover / Wirtschaft/Volkswirtschaft; Spieltheorie; Verstehen; Energy securities; Numerical methods; Optimal stopping; quantitative finance; Game Theory; Probability Theory; Mathematics in Business, Economics and Finance; 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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