Contacto
Como comprar
Entrega
Guia de compras
Inglês
349 b
Até 30 dias para devoluções
Os clientes também compraram
/
Capa mole
17.09
€
/
Capa mole
11.32
€
/
Capa mole
12.03
€
Numerical methods in finance have emerged as a cornerstone at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in Finance held at 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 provides an original treatment of Monte Carlo methods for 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. Articles have been carefully written in a pedagogical style, in a reasonably self-contained manner. The volume is geared toward quantitative analysts, probabilists, and applied mathematicians interested in financial applications.
Sobre o livro
Inglês
Ofereça este livro hoje
É fácil
1 Adicione ao carrinho e escolha Entregar como presente ao finalizar a compra 2 Receberá um vale 3 O livro chegará ao endereço do destinatárioTambém pode estar interessado em
/
Capa mole
23.76
€
Olá! Sou o Libroamiko, o seu conselheiro de livros.
Como posso ajudar?