Numerical Methods in Finance (inbunden)
Fler böcker inom
Format
Inbunden (Hardback)
Språk
Engelska
Antal sidor
258
Utgivningsdatum
2005-05-01
Upplaga
2005 ed.
Förlag
Springer-Verlag New York Inc.
Medarbetare
Breton, Michèle (ed.), Ben-Ameur, Hatem (ed.)
Illustrationer
XVI, 258 p.
Dimensioner
234 x 156 x 18 mm
Vikt
568 g
Antal komponenter
1
Komponenter
1 Hardback
ISBN
9780387251172

Numerical Methods in Finance

av Michle Breton, Hatem Ben-Ameur
Inbunden,  Engelska, 2005-05-01
1505
Köp
Spara som favorit
  • Skickas från oss inom 7-10 vardagar.
  • Fri frakt över 249 kr för privatkunder i Sverige.
Finns även som
Visa alla 1 format & utgåvor
GERAD celebrates this year its 25th anniversary. The Center was created in 1980 by a small group of professors and researchers of HEC Montreal, McGill University and of the Ecole Polytechnique de Montreal. GERAD's activities achieved sufficient scope to justify its conversion in June 1988 into a Joint Research Centre of HEC Montreal, the Ecole Polytechnique de Montreal and McGill University. In 1996, the U- versite du Quebec a Montreal joined these three institutions. GERAD has fifty members (professors), more than twenty research associates and post doctoral students and more than two hundreds master and Ph.D. students. GERAD is a multi-university center and a vital forum for the devel- ment of operations research. Its mission is defined around the following four complementarily objectives: The original and expert contribution to all research fields in GERAD's area of expertise; The dissemination of research results in the best scientific outlets as well as in the society in general; The training of graduate students and post doctoral researchers; The contribution to the economic community by solving important problems and providing transferable tools.
Visa hela texten

Passar bra ihop

  1. Numerical Methods in Finance
  2. +
  3. Slow Productivity

De som köpt den här boken har ofta också köpt Slow Productivity av Cal Newport (häftad).

Köp båda 2 för 1698 kr

Kundrecensioner

Har du läst boken? Sätt ditt betyg »

Fler böcker av författarna

  • Advances in Dynamic Games

    Advances in Dynamic Games

    Michle Breton, Krzysztof Szajowski

    This book focuses on various aspects of dynamic game theory, presenting state-of-the-art research and serving as a testament to the vitality and growth of the field of dynamic games and their applications. The selected contributions, written by ex...

    1505
    Köp
    Skickas inom vardagar.

Innehållsförteckning

Foreword. Avant-propos. Contributing Authors. Preface. 1. Corporate Debt Valuation: The Structural Approach, P. Franois 2. Bessel Processes and Asian Options, D. Dufresne 3. Dynamic Management of Portfolios with Transaction Costs under Tychastic Uncertainty, J.-P. Aubin, D. Pujal, and P. Saint-Pierre 4. The Robust Control Approach to Option Pricing and Interval Models: An Overview, P. Bernhard 5. A Finite Element Method for Two Factor Convertible Bonds, J. de Frutos 6. 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.-C. Beaulieu, J.-M. Dufour, and L. Khalaf 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 Min-Max Approach for Single Period Portfolio Selection Problem, N. Glpinar and B. Rustem

Du kanske gillar