- Out-of-Stock
Mathematical Modeling and Numerical Methods in Finance
ID: 173636
Philippe Ciarlet
Mathematical Finance is practical and develops. Mathematical Modeling and Numerical Methods in the field of mathematical models, computational methods, and applications provides a solid overview of major 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
Table of Contents
Part I: Mathematical Models
1. On Model Risk
2. Robust Optimization Problems in Finance
3. A Survey of Stochastic Portfolio Theory
4. Stochastic Volatility Modeling and Use of Perturbation Methods
5. Downside and Drawdown. Risk Characteristics of Optimal Continuous Time
6. Portfolio of Choice and Valuation in Incomplete Markets
7. Integration by Parts Formulas for Levy Processes Application in Finance.
Part II: Computational Methods
8. On the Discrete Time Capital Asset Pricing Model
9. Quantization Methods and Applications is Numerical Problems in Finance
10. Recombining Binomial Tree Approximations for Diffusions
11. Computational Methods for Calibration
12. Numerical Methods in Finance: Monte Carlo Methods
Part III: Applications
13. Real Options
14. Anticipative Stochastic Control for Levy Processes with Application to Insider Trading
15. Functional Quantization and Applications for the Price of Path-Dependent Derivatives.
16. Stochastic Clock in Financial Markets
17. Exotic Options
18. Filtering a Regime Switching VG Price Process
. 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
Table of Contents
Part I: Mathematical Models
1. On Model Risk
2. Robust Optimization Problems in Finance
3. A Survey of Stochastic Portfolio Theory
4. Stochastic Volatility Modeling and Use of Perturbation Methods
5. Downside and Drawdown. Risk Characteristics of Optimal Continuous Time
6. Portfolio of Choice and Valuation in Incomplete Markets
7. Integration by Parts Formulas for Levy Processes Application in Finance.
Part II: Computational Methods
8. On the Discrete Time Capital Asset Pricing Model
9. Quantization Methods and Applications is Numerical Problems in Finance
10. Recombining Binomial Tree Approximations for Diffusions
11. Computational Methods for Calibration
12. Numerical Methods in Finance: Monte Carlo Methods
Part III: Applications
13. Real Options
14. Anticipative Stochastic Control for Levy Processes with Application to Insider Trading
15. Functional Quantization and Applications for the Price of Path-Dependent Derivatives.
16. Stochastic Clock in Financial Markets
17. Exotic Options
18. Filtering a Regime Switching VG Price Process
173636
Other products in the same category (16)
No product available!
Handheld thermal imaging camera with a 3.2" LCD display. It measures the temperature in the range from -20 to 300°C with an accuracy of 2°C. HTI HT-19
Retired
No product available!
Filament from ROSA3D made of high-quality PLA pellets. Placed on a cardboard thimble, on which 1 kg of 1.75 mm diameter filament is wound. ROSA3D ReFill PLA Starter Winter White
Retired
No product available!
No product available!
Printed circuit board and programmed circuit for universal stepper motor controller. AVT3225 A +
Retired
No product available!
Orange Pi Zero is a mini-computer with a powerful H2 Quad-Core ARM Cortex-A7 processor at a very good price. The computer is equipped with 256 MB DDR3 RAM, WiFi module, Ethernet 10 / 100Mbps port and 1x USB Host, 1x microUSB OTG, 26 GPIO and microSD card connector. Works with Android, Lubuntu, Debian and Raspbian systems
Retired
No product available!
No product available!
Alphanumeric display OLED 16 characters x 2 lines, with built-in controller WS0010, communicating via 6800 interface, optionally 8080 or SPI. Winstar WEH001602AR
Retired
No product available!
Needle bending needle, for precise glue application, Flux 0.603mm internal diameter and 0,9081mm outside diameter
Retired
No product available!
No product available!
No product available!
Development kit with AVR AT90S2313 microcontroller
Delivery date unknown
No product available!
The unique set of 4 individual miniature models for self-assembly for grown-ups and kids from 5 years to 80 and beyond. Each miniature model carries its own idea and has the basic elements of mechanics: the Tractor is a symbol of power, the Cat represents freedom, the Head embodies Intelligence and the Heart, the 4th Ugears fidget-tribik, demonstrates your passion. UGears 70029
Retired
No product available!
No product available!
No product available!
Grapic LCD 128x64, LED backlight (yellow-green), enhanced temperature range, PCB 75x52.8mm, RoHS
Retired
No product available!
Philippe Ciarlet