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Numerical Methods in Finance

Numerical Methods in Finance

 

181,96 €
IVA incluido
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Editorial:
Springer Nature B.V.
Año de edición:
2010
Materia
Empresa y gestión
ISBN:
9781441937735
181,96 €
IVA incluido
Disponible

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Sobre IBD

Foreword. Avant-propos. Contributing Authors. Preface.1. Corporate Debt Valuation: The Structural Approach, P. François 2. Bessel Processes and Asian Options, D. Dufresne 3. Dynamic Management of Portfolios with Transaction Costs under Tychastic Uncertainty, J.-P. Aubin, D. Pujal, and P. Saint-Pierre 4. The Robust Control Approach to Option Pricing and Interval Models: An Overview, P. Bernhard 5. A Finite Element Method for Two Factor Convertible Bonds, J. de Frutos 6. On Numerical Methods and the Valuation of American Options, M. Bellalah 7. Valuing American Contingent Claims when Time to Maturity is Uncertain, T. Berrada 8. Foreign Direct Investment: The Incentive to Expropriate and the Cost of Expropriation Risk, E. Clark 9. Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions, M.-C. Beaulieu, J.-M. Dufour, and L. Khalaf 10. A Stochastic Discount Factor-Based Approach for Fixed-income Mutual Fund Performance Evaluation, M.A. Ayadi and L. Kryzanowski 11. Portfolio Selection with Skewness, P. Boyle and B. Ding 12. Continuous Min-Max Approach for Single Period Portfolio Selection Problem, N. Gülpinar and B. Rustem

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