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Foreword. Avant-propos. Contributing Authors. Preface.
1. Corporate Debt Valuation: The Structural Approach, P. François
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 Shastic 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. Gülpinar and B. Rustem
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Add Numerical Methods in Finance, The use of mathematical models and numerical techniques in finance is a growing practice, and an increasing number of applied mathematicians are working on applications in finance and business. Numerical Methods in Finance presents some exciting developme, Numerical Methods in Finance to the inventory that you are selling on WonderClubX
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Add Numerical Methods in Finance, The use of mathematical models and numerical techniques in finance is a growing practice, and an increasing number of applied mathematicians are working on applications in finance and business. Numerical Methods in Finance presents some exciting developme, Numerical Methods in Finance to your collection on WonderClub |