000			03103nam a22004215i 4500
001			978-0-387-25118-9
003			DE-He213
005			20250710083932.0
007			cr nn 008mamaa
008			100301s2005 xxu| s |||| 0|eng d
020			_a9780387251189 _a99780387251189
024	7		_a10.1007/b106806 _2doi
082	0	4	_a330.1 _223
100	1		_aBreton, Michèle. _eeditor.
245	1	0	_aNumerical Methods in Finance _h[recurso electrónico] / _cedited by Michèle Breton, Hatem Ben-Ameur.
264		1	_aBoston, MA : _bSpringer US, _c2005.
300			_aXV, 258 p. _bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_arecurso en línea _bcr _2rdacarrier
347			_atext file _bPDF _2rda
505	0		_aForeword -- Avant-propos -- Contributing Authors -- Preface -- Corporate Debt Valuation: The Structural Approach -- Bessel Processes and Asian Options -- Dynamic Management of Portfolios with Transaction Costs under Tychastic Uncertainty -- The Robust Control Approach to Option Pricing and Interval Models: An Overview -- A Finite Element Method for Two Factor Convertible Bonds -- On Numerical Methods and the Valuation of American Options -- Valuing American Contingent Claims when Time to Maturity is Uncertain -- Foreign Direct Investment: The Incentive to Expropriate and the Cost of Expropriation Risk -- Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions -- A Stochastic Discount Factor-Based Approach for Fixed-income Mutual Fund Performance Evaluation -- Portfolio Selection with Skewness -- Continuous Min-Max Approach for Single Period Portfolio Selection Problem.
520			_aThe 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. This book presents some exciting developments arising from the combination of mathematics, numerical analysis, and finance. It covers a wide range of topics, from portfolio management and asset pricing, to performance, risk, debt and real option evaluation. It also presents applications of a variety of cutting edge approaches and techniques, including robust control, min-max optimisation, Bessel processes, stochastic viability, variational inequalities, and Monte-Carlo test techniques. The book also presents surveys of models and approaches in specific areas in finance, such as corporate debt valuation and portfolio selection.
650		0	_aECONOMICS.
650		0	_aBANKS AND BANKING.
650	1	4	_aECONOMICS/MANAGEMENT SCIENCE.
650	2	4	_aECONOMIC THEORY.
650	2	4	_aECONOMICS GENERAL.
650	2	4	_aFINANCE /BANKING.
700	1		_aBen-Ameur, Hatem. _eeditor.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9780387251172
856	4	0	_uhttp://dx.doi.org/10.1007/b106806 _zVer el texto completo en las instalaciones del CICY
912			_aZDB-2-SBE
942			_2ddc _cER
999			_c56398 _d56398