tailieunhanh - Numerical Methods for Finance

This volume contains a refereed selection of papers, which were first presented at the international conference on Numerical Methods for Finance held in Dublin, Ireland in June 2006 and were then submitted for publication. The refereeing procedure was carried out by members of the International Steering Committee, the Local Organizing Committee and the Editors. The aim of the conference was to attract leading researchers, both practitioners and academics, to discuss new and relevant numerical methods for the solution of practical problems in finance. The conference was held under the auspices of the Institute for Numerical Computation and Analysis, a non-profit. | Edited by John A. D. Appleby David c. Edelman John J. H. Miller Numerical Methods for Finance e j Chapman Hall CRC FINANCIAL MATHEMATICS SERIES CHAPMAN HALƯCRC FINANCIAL MATHEMATICS SERIES Numerical Methods for Finance CHAPMAN HALƯCRC Financial Mathematics Series Aims and scope The field of financial mathematics forms an ever-expanding slice of the financial sector. This series aims to capture new developments and summarize what is known over the whole spectrum of this field. It will include a broad range of textbooks reference works and handbooks that are meant to appeal to both academics and practitioners. The inclusion of numerical code and concrete real-world examples is highly encouraged. Series Editors . Dempster Centre for Financial Research Judge Business School University of Cambridge Dilip B. Madan Robert H. Smith School of Business University of Maryland Rama Cont Center for Financial Engineering Columbia University New York Published Titles American-Style Derivatives Valuation and Computation. Jerome Detemple Financial Modelling with Jump Processes Rama Cont and Peter Tankov An Introduction to Credit Risk Modeling Christian Bluhm. Ludger Overbeck and Christoph Wagner Portfolio Optimization and Performance Analysis Jean-Luc Prigent Robust Libor Modelling and Pricing of Derivative Products John Schoenmakers Structured Credit Portfolio Analysis Baskets CDOs. Christian Bluhm and Ludger Overbeck Numerical Methods for Finance. John A. D. Appleby. David c. Edelman and John J. H. Miller Proposals for the series should be submitted to one of the series editors above or directly to CRC Press Taylor and Francis Group 24-25 Blades Court Deodar Road London SW15 2NU .