Numerical methods in finance : Bordeaux, June 2010 / René A. Carmona ... [et al.], editors.

By: Contributor(s): Material type: TextTextSeries: Springer proceedings in mathematics ; v. 12.Publication details: Heidelberg New York : Springer, 2012.Description: xvii, 471 p : ill ; cmISBN:
  • 9783642257469 (ebook)
Subject(s): Online resources:
Contents:
pt. 1. Particle methods in finance -- pt. 2. Numerical methods for backward conditional expectations -- pt. 3. Numerical methods for energy derivatives.
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Includes bibliographical references.

pt. 1. Particle methods in finance -- pt. 2. Numerical methods for backward conditional expectations -- pt. 3. Numerical methods for energy derivatives.

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