Mathematical Modelling and Numerical Methods in Finance by P. G. Ciarlet
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Mathematical Modelling and Numerical Methods in Finance
By P. G. Ciarlet

Mathematical Modelling and Numerical Methods in Finance

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Guest editor Alain Bensoussan See other recent books by Alain Bensoussan See other recent books by Qiang Zhang
Format: Hardback

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Mathematical Modelling and Numerical Methods in Finance by P. G. Ciarlet

Book Description

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.

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Book Details

ISBN: 9780444518798
ISBN-10: 0444518797
Format: Hardback
(240mm x 165mm x 41mm)
Pages: 684
Imprint: North-Holland
Publisher: Elsevier Science & Technology
Publish Date: 5-Dec-2008
Country of Publication: United States

Books By Author P. G. Ciarlet

Essential Numerical Methods in Electromagnetics by P. G. Ciarlet Essential Numerical Methods in Electromagnetics, Paperback (December 2010)

Intends to assist professionals in the development of electromagnetic designs for electronic components and devices. This title provides essential numerical methods and applications necessary for the development of technologies and simulation modeling.

Computational Methods for the Atmosphere and the Oceans by P. G. Ciarlet Computational Methods for the Atmosphere and the Oceans, Hardback (November 2008)

Presents a survey of the frontiers of research in the numerical modeling and mathematical analysis used in the study of the atmosphere and oceans. This book uses the approach of computational mathematicians, applied and numerical analysts and the tools appropriate for unsolved problems in the atmospheric and oceanic sciences.

Computational Models for the Human Body by P. G. Ciarlet Computational Models for the Human Body, Hardback (July 2004)

Provides a better understanding of the physiological and mechanical behaviour of the human body and the design of tools for their realistic numerical simulations, including concrete examples of such computational models. This book covers a large range of methods and an illustrative set of applications.

Handbook of Numerical Analysis by P. G. Ciarlet Handbook of Numerical Analysis, Hardback (December 2001)

This series covers all the major aspects of numerical analysis, serving as the basic reference work on the subject. Each volume concentrates on one to three particular topics. Each article is an in-depth survey, reflecting up-to-date trends in the field, and is essentially self-contained.

» View all books by P. G. Ciarlet

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