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.

Key Features

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

Readership

Academics, researchers, and practitioners in quantitative finance, financial risk management; economics, and other areas of math, science and engineering

Details

No. of pages:
684
Language:
English
Copyright:
© 2009
Published:
Imprint:
North Holland
Print ISBN:
9780444518798
Electronic ISBN:
9780080931005