Numerical Methods in Finance: Bordeaux, June 2010 by Pierre Del Moral (English)

Description: Numerical Methods in Finance by Pierre Del Moral, Peng Hu, Nadia Oudjane, René Carmona Estimated delivery 3-12 business days Format Paperback Condition Brand New Description Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Publisher Description Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in Finance held at the INRIA Bordeaux (France) on June 1-2, 2010, this book provides an overview of the major new advances in the numerical treatment of instruments with American exercises. Naturally it covers the most recent research on the mathematical theory and the practical applications of optimal stopping problems as they relate to financial applications. By extension, it also provides an original treatment of Monte Carlo methods for the recursive computation of conditional expectations and solutions of BSDEs and generalized multiple optimal stopping problems and their applications to the valuation of energy derivatives and assets. The articles were carefully written in a pedagogical style and a reasonably self-contained manner. The book is geared toward quantitative analysts, probabilists, and applied mathematicians interested in financial applications. Details ISBN 3642444075 ISBN-13 9783642444074 Title Numerical Methods in Finance Author Pierre Del Moral, Peng Hu, Nadia Oudjane, René Carmona Format Paperback Year 2014 Pages 474 Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG GE_Item_ID:143723718; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys

Price: 178.71 USD

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End Time: 2024-12-01T03:02:38.000Z

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