Mathematical Modelling and Numerical Methods in Finance

Mathematical Modelling and Numerical Methods in Finance

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Publisher: Elsevier

ISBN: 9780080931005

Category: Mathematics

Page: 684

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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
Mathematical Modelling and Numerical Methods in Finance
Language: en
Pages: 684
Authors:
Categories: Mathematics
Type: BOOK - Published: 2009-06-16 - Publisher: Elsevier

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
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Pages: 592
Authors: Germund Dahlquist, Åke Björck
Categories: Mathematics
Type: BOOK - Published: 2012-04-26 - Publisher: Courier Corporation

DIVPractical text strikes balance between students' requirements for theoretical treatment and the needs of practitioners, with best methods for both large- and small-scale computing. Many worked examples and problems. 1974 edition. /div
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Language: en
Pages: 224
Authors: N Datta
Categories: Computers
Type: BOOK - Published: 2004 - Publisher: Vikas Publishing House

This book clearly presents the algorithms required for easy implementation of numerical methods in computer programming. The book deals with the important topics of numerical methods, including errors in numerical computation, in a lucid style. Chapter-end short questions with answers and appendices with theory questions and ‘C’ programs are student-friendly
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Language: en
Pages: 214
Authors: Randall J. LeVeque
Categories: Mathematics
Type: BOOK - Published: 1992 - Publisher: Springer Science & Business Media

These notes were developed for a graduate-level course on the theory and numerical solution of nonlinear hyperbolic systems of conservation laws. Part I deals with the basic mathematical theory of the equations: the notion of weak solutions, entropy conditions, and a detailed description of the wave structure of solutions to
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Language: en
Pages:
Authors: John F. Monahan
Categories: Computers
Type: BOOK - Published: 2011-04-18 - Publisher: Cambridge University Press

This book explains how computer software is designed to perform the tasks required for sophisticated statistical analysis. For statisticians, it examines the nitty-gritty computational problems behind statistical methods. For mathematicians and computer scientists, it looks at the application of mathematical tools to statistical problems. The first half of the book