Murakami Sale
 
 

Recently Viewed clear list


Q&A | August 19, 2014

Richard Kadrey: IMG Powell’s Q&A: Richard Kadrey



Describe your latest book. The Getaway God is the sixth book in the Sandman Slim series. In it, the very unholy nephilim, James Stark, aka Sandman... Continue »
  1. $17.49 Sale Hardcover add to wish list

spacer
Qualifying orders ship free.
$160.50
New Hardcover
Ships in 1 to 3 days
Add to Wishlist
available for shipping or prepaid pickup only
Available for In-store Pickup
in 7 to 12 days
Qty Store Section
25 Remote Warehouse Mathematics- Modeling

Other titles in the Springer Proceedings in Mathematics series:

Springer Proceedings in Mathematics #12: Numerical Methods in Finance: Bordeaux, June 2010

by

Springer Proceedings in Mathematics #12: Numerical Methods in Finance: Bordeaux, June 2010 Cover

 

Synopses & Reviews

Publisher Comments:

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.

Table of Contents

Part I: Particle Methods in Finance.- 1 R. Carmona, P. Del Moral, P. Hu, N, Oudjane: An Introduction to Particle Methods with Financial Applications.- 2.Bhojnarine R. Rambharat: American option valuation with particle filters.- 3.Michael Ludkovski: Monte Carlo Methods for Adaptive Disorder Problems.- Part II: Numerical methods for backward conditional expectations.- 4.Pierre Del Moral, Bruno Rémillard, Sylvain Rubenthale: Monte Carlo approximations of American options that preserve monotonicity and convexity.- 5.Bruno Rémillard, Alexandre Hocquard, Hugues Langlois, and Nicolas Papageorgiou: Optimal Hedging of American Options in Discrete Time.- 6.Gilles Pagès and Benedikt Wilbertz: Optimal Delaunay and Voronoi quantization schemes for pricing American style options.- 7.Bruno Bouchard, Xavier Warin: Monte-Carlo valuation of American options: facts and new algorithms to improve existing methods.- 8.Christian Bender

Product Details

ISBN:
9783642257452
Author:
Carmona, Rene A.
Publisher:
Springer
Author:
Hu, Peng
Author:
Moral, Pierre Del
Author:
Carmona, Rene
Author:
Oudjane, Nadia
Author:
del Moral, Pierre
Location:
Berlin, Heidelberg
Subject:
Game Theory
Subject:
Energy securities
Subject:
Numerical methods
Subject:
Optimal stopping
Subject:
Game Theory, Economics, Social and Behav. Sciences
Subject:
Probability Theory and Stochastic Processes
Subject:
Quantitative Finance
Subject:
Mathematics-Modeling
Subject:
Mathematics
Subject:
B
Subject:
mathematics and statistics
Subject:
Distribution (Probability theory)
Subject:
Finance
Copyright:
Edition Description:
2012
Series:
Springer Proceedings in Mathematics
Series Volume:
12
Publication Date:
20111113
Binding:
HARDCOVER
Language:
English
Pages:
500
Dimensions:
235 x 155 mm

Related Subjects


» Reference » Science Reference » Technology
» Science and Mathematics » Mathematics » Applied
» Science and Mathematics » Mathematics » Modeling
» Science and Mathematics » Mathematics » Probability and Statistics » General
» Science and Mathematics » Mathematics » Probability and Statistics » Statistics

Springer Proceedings in Mathematics #12: Numerical Methods in Finance: Bordeaux, June 2010 New Hardcover
0 stars - 0 reviews
$160.50 In Stock
Product details 500 pages Springer - English 9783642257452 Reviews:
spacer
spacer
  • back to top
Follow us on...




Powell's City of Books is an independent bookstore in Portland, Oregon, that fills a whole city block with more than a million new, used, and out of print books. Shop those shelves — plus literally millions more books, DVDs, and gifts — here at Powells.com.