Mathematical Modelling and Numerical Methods in Finance
：Special Volume
( Volume 15 )
Publication subTitle ：Special Volume
Publication series ：Volume 15
Author： Ciarlet Philippe G.;Bensoussan Alain;Zhang Qiang
Publisher： Elsevier Science
Publication year： 2009
E-ISBN: 9780080931005
P-ISBN(Paperback): 9780444518798
P-ISBN(Hardback): 9780444518798
Subject： O1 Mathematics;O241 数值分析;O29 applied mathematics;TP31 computer software
Language： ENG
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Description
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