Numerical methods and optimization in finance

Author(s)

• Gilli, Manfred
• Maringer, Dietmar
• Schumann, Enrico

Bibliographic Information

Numerical methods and optimization in finance

Manfred Gilli, Dietmar Maringer, Enrico Schumann

Elsevier/Academic Press, c2011

Note

Includes bibliographical references (p. 563-576) and index

Details

• NCID: BB07691170
• ISBN:
  • 9780123756626
• Country Code: ne
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Amsterdam ; Tokyo
• Pages/Volumes: xv, 584 p.
• Size: 24 cm
• Classification:
  • LCC : HG106
• Subject Headings:
  • LCSH : Finance -- Mathematical methods