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Numerical methods in finance

Numerical methods in finance (Loan 4 times)

Material type
단행본
Personal Author
Breton, Michele. Ben-Ameur, Hatem.
Corporate Author
GERAD.
Title Statement
Numerical methods in finance / edited by Michele Breton, Hatem Ben-Ameur.
Publication, Distribution, etc
New York :   Springer,   c2005.  
Physical Medium
xv, 258 p. : ill. ; 25 cm.
Series Statement
GERAD 25th anniversary series ;9
ISBN
9780387251172 (HB) 0387251170 (HB) 9780387251189 (e-book) 0387251189 (e-book)
Bibliography, Etc. Note
Includes bibliographical references.
Subject Added Entry-Topical Term
Finance -- Mathematical models
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008 050621s2005 nyua b 000 0 eng
010 ▼a 2005278371
020 ▼a 9780387251172 (HB)
020 ▼a 0387251170 (HB)
020 ▼a 9780387251189 (e-book)
020 ▼a 0387251189 (e-book)
040 ▼a DLC ▼c DLC ▼d DLC ▼d 244002 ▼d 211009
082 0 0 ▼a 332/.01/51 ▼2 22
084 ▼a 332.0151 ▼2 DDCK
090 ▼a 332.0151 ▼b N971
245 0 0 ▼a Numerical methods in finance / ▼c edited by Michele Breton, Hatem Ben-Ameur.
260 ▼a New York : ▼b Springer, ▼c c2005.
300 ▼a xv, 258 p. : ▼b ill. ; ▼c 25 cm.
490 1 ▼a GERAD 25th anniversary series ; ▼v 9
504 ▼a Includes bibliographical references.
546 ▼a Foreword also in French.
650 0 ▼a Finance ▼x Mathematical models
700 1 ▼a Breton, Michele.
700 1 ▼a Ben-Ameur, Hatem.
710 2 ▼a GERAD.
830 0 ▼a GERAD 25th anniversary series ; ▼v 9.

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Western Books/ Call Number 332.0151 N971 Accession No. 111382605 Availability Available Due Date Make a Reservation Service B M
No. 2 Location Science & Engineering Library/Sci-Info(Stacks2)/ Call Number 332.0151 N971 Accession No. 121210641 Availability Available Due Date Make a Reservation Service B M
No. 3 Location Sejong Academic Information Center/Social Science/ Call Number 332.0151 N971 Accession No. 151185622 Availability Available Due Date Make a Reservation Service
No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Western Books/ Call Number 332.0151 N971 Accession No. 111382605 Availability Available Due Date Make a Reservation Service B M
No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Science & Engineering Library/Sci-Info(Stacks2)/ Call Number 332.0151 N971 Accession No. 121210641 Availability Available Due Date Make a Reservation Service B M
No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Sejong Academic Information Center/Social Science/ Call Number 332.0151 N971 Accession No. 151185622 Availability Available Due Date Make a Reservation Service

Contents information

Table of Contents

Foreword. Avant-propos. Contributing Authors. Preface. 1. Corporate Debt Valuation: The Structural Approach, P. Francois 2. Bessel Processes and Asian Options, D. Dufresne 3. Dynamic Management of Portfolios with Transaction Costs under Tychastic Uncertainty, J.-P. Aubin, D. Pujal, and P. Saint-Pierre 4. The Robust Control Approach to Option Pricing and Interval Models: An Overview, P. Bernhard 5. A Finite Element Method for Two Factor Convertible Bonds, J. de Frutos 6. On Numerical Methods and the Valuation of American Options, M. Bellalah 7. Valuing American Contingent Claims when Time to Maturity is Uncertain, T. Berrada 8. Foreign Direct Investment: The Incentive to Expropriate and the Cost of Expropriation Risk, E. Clark 9. Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions, M.-C. Beaulieu, J.-M. Dufour, and L. Khalaf 10. A Stochastic Discount Factor-Based Approach for Fixed-income Mutual Fund Performance Evaluation, M.A. Ayadi and L. Kryzanowski 11. Portfolio Selection with Skewness, P. Boyle and B. Ding 12. Continuous Min-Max Approach for Single Period Portfolio Selection Problem, N. Gulpinar and B. Rustem


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