Numerical methods in finance :
Carmona, René A.
Numerical methods in finance : Bordeaux, June 2010 / René A. Carmona ... [et al.], editors. - Heidelberg New York : Springer, 2012. - xvii, 471 p : ill ; cm. - Springer proceedings in mathematics ; v. 12 . - Springer proceedings in mathematics ; v. 12. .
Includes bibliographical references.
pt. 1. Particle methods in finance -- pt. 2. Numerical methods for backward conditional expectations -- pt. 3. Numerical methods for energy derivatives.
Access restricted to subscribing institutions.
9783642257469 (ebook)
Business mathematics.
Finance--Mathematical models.
Numerical methods in finance : Bordeaux, June 2010 / René A. Carmona ... [et al.], editors. - Heidelberg New York : Springer, 2012. - xvii, 471 p : ill ; cm. - Springer proceedings in mathematics ; v. 12 . - Springer proceedings in mathematics ; v. 12. .
Includes bibliographical references.
pt. 1. Particle methods in finance -- pt. 2. Numerical methods for backward conditional expectations -- pt. 3. Numerical methods for energy derivatives.
Access restricted to subscribing institutions.
9783642257469 (ebook)
Business mathematics.
Finance--Mathematical models.