
Mathematical Modelling and Numerical Methods in Finance
Special Volume
- 1st Edition, Volume 15 - December 5, 2008
- Imprint: North Holland
- Editors: Alain Bensoussan, Philippe G. Ciarlet, Qiang Zhang
- Language: English
- Hardback ISBN:9 7 8 - 0 - 4 4 4 - 5 1 8 7 9 - 8
- Paperback ISBN:9 7 8 - 0 - 4 4 4 - 5 5 2 0 0 - 6
- eBook ISBN:9 7 8 - 0 - 0 8 - 0 9 3 1 0 0 - 5
Mathematical finance is a prolific scientific domain in which there exists a particular characteristic of developing both advanced theories and practical techniques simultaneously.… Read more

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Request a sales quoteMathematical 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
Academics, researchers, and practitioners in quantitative finance, financial risk management; economics, and other areas of math, science and engineering
- Edition: 1
- Volume: 15
- Published: December 5, 2008
- No. of pages (Hardback): 684
- No. of pages (eBook): 684
- Imprint: North Holland
- Language: English
- Hardback ISBN: 9780444518798
- Paperback ISBN: 9780444552006
- eBook ISBN: 9780080931005
AB
Alain Bensoussan
Affiliations and expertise
University of Texas, School of Management, Richardson, USAPC
Philippe G. Ciarlet
Affiliations and expertise
City University of Hong Kong, KowloonQZ
Qiang Zhang
Affiliations and expertise
City University of Hong Kong, KowloonRead Mathematical Modelling and Numerical Methods in Finance on ScienceDirect