Numerical Methods in Finance by Peng Hu

Regular price
Checking stock...
Regular price
Checking stock...
Summary

Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis.

The feel-good place to buy books
  • Free delivery in Australia
  • Supporting authors with AuthorSHARE
  • 100% recyclable packaging
  • Proud to be a B Corp – A Business for good

Numerical Methods in Finance by Peng Hu

GERAD celebrates this year its 25th anniversary. The Center was created in 1980 by a small group of professors and researchers of HEC Montreal, McGill University and of the Ecole Polytechnique de Montreal. GERAD's activities achieved sufficient scope to justify its conversion in June 1988 into a Joint Research Centre of HEC Montreal, the Ecole Polytechnique de Montreal and McGill University. In 1996, the U- versite du Quebec a Montreal joined these three institutions. GERAD has fifty members (professors), more than twenty research associates and post doctoral students and more than two hundreds master and Ph.D. students. GERAD is a multi-university center and a vital forum for the devel- ment of operations research. Its mission is defined around the following four complementarily objectives: - The original and expert contribution to all research fields in GERAD's area of expertise; - The dissemination of research results in the best scientific outlets as well as in the society in general; - The training of graduate students and post doctoral researchers; - The contribution to the economic community by solving important problems and providing transferable tools.

Renü¾Ž–”¼ Carmona is the Paul M. Wythes '55 Professor of Engineering and Finance at Princeton University in the department of Operations Research and Financial Engineering, and Director of Graduate Studies of the Bendheim Center for Finance. His publications include over one hundred articles and eight books in probability and statistics. He was elected Fellow of the Institute of Mathematical Statistics in 1984, and of the Society for Industrial and Applied Mathematics in 2010. He is on the editorial board of several peer-reviewed journals and book series. Professor Carmona has developed computer programs for teaching statistics and research in signal analysis and financial engineering. He has worked for many years on energy, the commodity markets and more recently in environmental economics, and he is recognized as a leading researcher and expert in these areas.

SKU Unavailable
ISBN 13 9783642444074
ISBN 10 3642444075
Title Numerical Methods in Finance
Author Pierre Moral
Series Springer Proceedings In Mathematics
Condition Unavailable
Binding Type Paperback
Publisher Springer
Year published 2014-04-13
Number of pages 474
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.