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Mathematical Modelling and Numerical Methods in Finance

Special Volume

Mathematical Modelling and Numerical Methods in Finance by Philippe G. Ciarlet
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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.
  • 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
Elsevier Science; June 2009
684 pages; ISBN 9780080931005
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Title: Mathematical Modelling and Numerical Methods in Finance
Author: Philippe G. Ciarlet; Alain Bensoussan; Qiang Zhang
 
ISBNs
0080931006
9780080931005
9780444518798