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Mathematical Modelling and Numerical Methods in Finance: Volume 15 Special Volume(Volume 15 Handbook of Numerical Analysis)

(Hardback)

Alain Bensoussan, Philippe G. Ciarlet, Qiang Zhang,

Elsevier Science & Technology (Publisher)

Published

2008

Reviews

Mathematics and Science Mathematics Applied mathematics Mathematical modelling

By: Alain Bensoussan, Philippe G. Ciarlet, Qiang Zhang | Publisher: Elsevier Science & Technology | Released: 05 Dec 2008

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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.