Mathematical Modelling and Numerical Methods in Finance

Mathematical Modelling and Numerical Methods in Finance

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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. a€c Coverage of all aspects of quantitative finance including models, computational methods and applications a€c Provides an overview of new ideas and results a€c Contributors are leaders of the fieldResearch Problem: There is a natural generalization of (13.4) to dYi (t) = ( I³i + n aˆ‘ k=1 gk1Q(k)i (Y(t)) ) dt + naˆ‘ k=1 Iƒk1Q (k) i (Y(t)) ... Be that as it may, at this writing, there remain many open research questions regarding these hybrid models.


Title:Mathematical Modelling and Numerical Methods in Finance
Author:
Publisher:Elsevier - 2009-06-16
ISBN-13:

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