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Numerical Methods in Finance: Bordeaux, June 2010

By René Carmona (Editor), Pierre Del Moral (Editor), Peng Hu (Editor), Nadia Oudjane (Editor)
Hardcover
$159.99
By René Carmona (Editor), Pierre Del Moral (Editor), Peng Hu (Editor), Nadia Oudjane (Editor)

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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 opti...

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