Numerical Methods in Finance (häftad)
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Format
Häftad (Paperback / softback)
Språk
Engelska
Antal sidor
258
Utgivningsdatum
2010-10-12
Upplaga
Softcover reprint of hardcover 1st ed. 2005
Förlag
Springer-Verlag New York Inc.
Medarbetare
Ben-Ameur, Hatem (ed.), Breton, Michèle (ed.)
Illustrationer
XVI, 258 p.
Dimensioner
234 x 156 x 15 mm
Vikt
390 g
Antal komponenter
1
Komponenter
1 Paperback / softback
ISBN
9781441937735
Numerical Methods in Finance (häftad)

Numerical Methods in Finance

Häftad Engelska, 2010-10-12
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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.
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Foreword. Avant-propos. Contributing Authors. Preface. 1. Corporate Debt Valuation: The Structural Approach, P. Francois 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. Gulpinar and B. Rustem