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Item Details
Title: RECENT DEVELOPMENTS IN COMPUTATIONAL FINANCE: FOUNDATIONS, ALGORITHMS AND APPLICATIONS
By: Thomas Gerstner (Editor), Peter Kloeden (Editor)
Format: Hardback

List price: £150.00
Our price: £135.00
Discount:
10% off
You save: £15.00
ISBN 10: 9814436429
ISBN 13: 9789814436427
Availability: Usually dispatched within 1-3 weeks.
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Stock: Currently 0 available
Publisher: WORLD SCIENTIFIC PUBLISHING CO PTE LTD
Pub. date: 5 December, 2012
Series: Interdisciplinary Mathematical Sciences 14
Pages: 480
Synopsis: Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys of recent developments in the field written by leading international experts. These make the subject accessible to a wide readership in academia and financial businesses.The book consists of 13 chapters divided into 3 parts: foundations, algorithms and applications. Besides surveys of existing results, the book contains many new previously unpublished results.
Publication: Singapore
Imprint: World Scientific Publishing Co Pte Ltd
Returns: Returnable
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INTRODUCTION TO THE NUMERICAL SIMULATION OF STOCHASTIC DIFFERENTIAL EQUATIONS (HB)
METRIC SPACES OF FUZZY SETS: THEORY AND APPLICATIONS (HB)
NONAUTONOMOUS DYNAMICAL SYSTEMS (HB)
NONAUTONOMOUS DYNAMICAL SYSTEMS IN THE LIFE SCIENCES (PB)
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NUMERICAL SOLUTION OF STOCHASTIC DIFFERENTIAL EQUATIONS (HB)
NUMERICAL SOLUTION OF STOCHASTIC DIFFERENTIAL EQUATIONS (PB)
RANDOM ORDINARY DIFFERENTIAL EQUATIONS AND THEIR NUMERICAL SOLUTION (HB)
STABILITY AND BIFURCATION THEORY FOR NON-AUTONOMOUS DIFFERENTIAL EQUATIONS (PB)
TAYLOR APPROXIMATIONS FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS (PB)

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