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Mathematical Modelling and Numerical Methods in Finance: Special Volume: Volume 15
Author(s): Alain Bensoussan (Editor), Qiang Zhang (Editor), Philippe G. Ciarlet (Series Editor)
- Publisher: North Holland
- Publication Date: 7 Nov. 2008
- Edition: Illustrated
- Language: English
- Print length: 684 pages
- ISBN-10: 0444518797
- ISBN-13: 9780444518798
Book Description
Mathematical finance is a prolific scientific domain in which there exists a particular characteristic of developing both advanced theories and practical techniques simultaneously. Mathematical Modelling and Numerical Methods in Finance addresses the three most important aspects in the field: mathematical models, computational methods, and applications, and provides a solid overview of major new ideas and results in the three domains.
- Coverage of all aspects of quantitative finance including models, computational methods and applications
- Provides an overview of new ideas and results
- Contributors are leaders of the field
Editorial Reviews
Review
Solid overview of major new ideas and results in mathematical finance
