Springer Proceedings in Mathematics

Numerical Methods in Finance

Bordeaux, June 2010

Editors: Carmona, R., Del Moral, P., Hu, P., Oudjane, N. (Eds.)

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eBook 117,69 €
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  • ISBN 978-3-642-25746-9
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Hardcover 145,59 €
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Softcover 145,59 €
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About this book

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.

Table of contents (15 chapters)

Table of contents (15 chapters)

Buy this book

eBook 117,69 €
price for Spain (gross)
  • ISBN 978-3-642-25746-9
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 145,59 €
price for Spain (gross)
  • ISBN 978-3-642-25745-2
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 145,59 €
price for Spain (gross)
  • ISBN 978-3-642-44407-4
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Numerical Methods in Finance
Book Subtitle
Bordeaux, June 2010
Editors
  • René Carmona
  • Pierre Del Moral
  • Peng Hu
  • Nadia Oudjane
Series Title
Springer Proceedings in Mathematics
Series Volume
12
Copyright
2012
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-25746-9
DOI
10.1007/978-3-642-25746-9
Hardcover ISBN
978-3-642-25745-2
Softcover ISBN
978-3-642-44407-4
Series ISSN
2190-5614
Edition Number
1
Number of Pages
XVIII, 474
Topics