Mathematical Modelling and Numerical Methods in Finance

Special Volume

Nonfiction, Science & Nature, Mathematics, Mathematical Analysis, Applied
Cover of the book Mathematical Modelling and Numerical Methods in Finance by Philippe G. Ciarlet, Alain Bensoussan, Qiang Zhang, Elsevier Science
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Author: Philippe G. Ciarlet, Alain Bensoussan, Qiang Zhang ISBN: 9780080931005
Publisher: Elsevier Science Publication: June 16, 2009
Imprint: North Holland Language: English
Author: Philippe G. Ciarlet, Alain Bensoussan, Qiang Zhang
ISBN: 9780080931005
Publisher: Elsevier Science
Publication: June 16, 2009
Imprint: North Holland
Language: English

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.

  • 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
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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.

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