Numerical Methods in Finance

edited by Michèle Breton, Hatem Ben-Ameur

Presents the developments arising from the combination of mathematics, numerical analysis, and finance. This book 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 approaches and techniques

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Year of publication:	2005
Other Persons:	Breton, Michèle (contributor) ; Ben-Ameur, Hatem (contributor)
Publisher:	Boston, MA : Springer Science+Business Media, Inc
Subject:	Numerisches Verfahren \| Numerical analysis \| Optionspreistheorie \| Option pricing theory \| Finanzmathematik \| Mathematical finance \| Portfolio-Management \| Portfolio selection \| Kapitalmarkt
Description of contents:	Table of Contents [external.dandelon.com] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org]

Extent:	Online-Ressource (XV, 258 p, digital)
Series:	SpringerLink / Bücher
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Aufsatzsammlung
Language:	English
Notes:	Literaturangaben Corporate Debt Valuation: The Structural Approach; Bessel Processes and Asian Options; Dynamic Management of Portfolios with Transaction Costs under Tychastic Uncertainty; The Robust Control Approach to Option Pricing and Interval Models: An Overview; A Finite Element Method for Two Factor Convertible Bonds; On Numerical Methods and the Valuation of American Options; Valuing American Contingent Claims when Time to Maturity is Uncertain; Foreign Direct Investment: The Incentive to Expropriate and the Cost of Expropriation Risk Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric DistributionsA Stochastic Discount Factor-Based Approach for Fixed-Income Mutual Fund Performance Evaluation; Portfolio Selection with Skewness; Continuous Min-Max Approach for Single Period Portfolio Selection Problem
ISBN:	978-0-387-25118-9 ; 978-0-387-25117-2
Other identifiers:	10.1007/b106806 [DOI]
Classification:	Methoden und Techniken der Betriebswirtschaft
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014013957