Mathematical Modelling and Numerical Methods in Finance
- Alain Bensoussan, University of Texas, School of Management, Richardson, USA
- Qiang Zhang, City University of Hong Kong, Kowloon
- Philippe Ciarlet, City University of Hong Kong, Kowloon
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.
Academics, researchers, and practitioners in quantitative finance, financial risk management; economics, and other areas of math, science and engineering