Numerical methods in finance:
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
New York
Springer
2005
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis Klappentext |
| Beschreibung: | XV, 258 S. graph. Darst. |
| ISBN: | 0387251170 9780387251172 |
Internformat
MARC
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Datensatz im Suchindex
| _version_ | 1804133537241104384 |
|---|---|
| adam_text | Contents
Foreword v
Avant-propos
Contributing Authors xi
Preface
1
Corporate Debt Valuation: The Structural Approach
P.
2
Bessel Processes and Asian Options
D. Dufresne
3
Dynamic Management of Portfolios with Transaction Costs under
Tychastic Uncertainty
J.-P.
4
The Robust Control Approach to Option Pricing and Interval
Models: An Overview
P.
5
A Finite Element Method for Two Factor Convertible Bonds
J.
On Numerical Methods and the Valuation of American Options
M. Bellalah
7
Valuing American Contingent Claims when Time to Maturity is
Uncertain
T. Berrada
8
Foreign Direct Investment: The Incentive to Expropriate and the
Cost of Expropriation Risk
E. Clark
9
Exact Multivariate Tests of Asset Pricing Models with Stable
Asymmetric Distributions
M.-G. Beaulieu, J.-M. Dufour, and L. Khalaf
x NUMERICAL METHODS IN FINANCE
10
A Stochastic Discount Factor-Based Approach for Fixed-income
Mutual Fund Performance Evaluation
M.A. Ayadi and L. Kryzanowski
11
Portfolio Selection with Skewness
P. Boyle and B. Ding
12
Continuous
Selection Problem
N. GMpinar and B. Rustem
NUMERICAL METHODS IN FINANCE
Edited by
The use of mathematical models and numerical techniques in finance is a growing
practice, and an increasing number of applied mathematicians are working on
applications in finance and business. Numerical Methods in Finance presents some
exciting developments arising from the combination of mathematics, numerical
analysis, and finance. It 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 cutting edge approaches and techniques, including robust
control,
inequalities, and
models and approaches in specific areas in finance, such as corporate debt valuation
and portfolio selection.
|
| any_adam_object | 1 |
| building | Verbundindex |
| bvnumber | BV019990956 |
| callnumber-first | H - Social Science |
| callnumber-label | HG106 |
| callnumber-raw | HG106 |
| callnumber-search | HG106 |
| callnumber-sort | HG 3106 |
| callnumber-subject | HG - Finance |
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| classification_tum | WIR 160f WIR 170f |
| ctrlnum | (OCoLC)60749857 (DE-599)BVBBV019990956 |
| dewey-full | 332.0151 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.0151 |
| dewey-search | 332.0151 |
| dewey-sort | 3332.0151 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV019990956 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T20:10:17Z |
| institution | BVB |
| isbn | 0387251170 9780387251172 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-013312875 |
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| physical | XV, 258 S. graph. Darst. |
| publishDate | 2005 |
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| spelling | Numerical methods in finance ed. by Michèle Breton ... New York Springer 2005 XV, 258 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Finances - Modèles mathématiques Financiering gtt Numerieke methoden gtt Mathematisches Modell Finance Mathematical models Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Finanzmathematik (DE-588)4017195-4 s Optionspreistheorie (DE-588)4135346-8 s Capital-Asset-Pricing-Modell (DE-588)4121078-5 s b DE-604 Breton, Michèle Sonstige oth Erscheint auch als Online-Ausgabe 0-387-25118-9 Erscheint auch als Online-Ausgabe 978-0-387-25118-9 Digitalisierung UBPassau application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013312875&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Passau application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013312875&sequence=000002&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Klappentext |
| spellingShingle | Numerical methods in finance Finances - Modèles mathématiques Financiering gtt Numerieke methoden gtt Mathematisches Modell Finance Mathematical models Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd Optionspreistheorie (DE-588)4135346-8 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4121078-5 (DE-588)4135346-8 (DE-588)4017195-4 (DE-588)4143413-4 |
| title | Numerical methods in finance |
| title_auth | Numerical methods in finance |
| title_exact_search | Numerical methods in finance |
| title_full | Numerical methods in finance ed. by Michèle Breton ... |
| title_fullStr | Numerical methods in finance ed. by Michèle Breton ... |
| title_full_unstemmed | Numerical methods in finance ed. by Michèle Breton ... |
| title_short | Numerical methods in finance |
| title_sort | numerical methods in finance |
| topic | Finances - Modèles mathématiques Financiering gtt Numerieke methoden gtt Mathematisches Modell Finance Mathematical models Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd Optionspreistheorie (DE-588)4135346-8 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Finances - Modèles mathématiques Financiering Numerieke methoden Mathematisches Modell Finance Mathematical models Capital-Asset-Pricing-Modell Optionspreistheorie Finanzmathematik Aufsatzsammlung |
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