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Partial differential equations --- Stochastic processes

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Bonds --- Interest rates --- Mathematical models. --- 332.80151923 --- 305.7 --- AA / International- internationaal --- Bond issues --- Debentures --- Negotiable instruments --- Securities --- Debts, Public --- Stocks --- Mathematical models --- Econometrie van het gedrag van de financiële tussenpersonen. Monetaire econometrische modellen. Monetaire agregaten. vraag voor geld. Krediet. Rente

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The Paris-Princeton Lectures on Mathematical Finance, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise! The aim is to produce a series of articles that can serve as an introductory reference source for research in the field. The articles are the result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with articles by Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, Stéphane Crépey, Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions, David Hobson, and Peter Tankov.

Business mathematics --- Finance --- Business & Economics --- Commerce --- Accounting --- Finance - General --- Economic Theory --- Study and teaching. --- Funding --- Funds --- Mathematics. --- Game theory. --- Economics, Mathematical. --- Probabilities. --- Quantitative Finance. --- Probability Theory and Stochastic Processes. --- Game Theory, Economics, Social and Behav. Sciences. --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk --- Economics --- Mathematical economics --- Econometrics --- Games, Theory of --- Theory of games --- Mathematical models --- Math --- Science --- Methodology --- Currency question --- Finance. --- Distribution (Probability theory. --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Economics, Mathematical .

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Quantitative methods (economics) --- Operational research. Game theory --- Financial analysis --- stochastische analyse --- speltheorie --- financiële analyse --- kansrekening

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Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in Finance held at the INRIA Bordeaux (France) on June 1-2, 2010, this book provides an overview of the major new advances in the numerical treatment of instruments with American exercises. Naturally it covers the most recent research on the mathematical theory and the practical applications of optimal stopping problems as they relate to financial applications. By extension, it also provides an original treatment of Monte Carlo methods for the recursive computation of conditional expectations and solutions of BSDEs and generalized multiple optimal stopping problems and their applications to the valuation of energy derivatives and assets. The articles were carefully written in a pedagogical style and a reasonably self-contained manner. The book is geared toward quantitative analysts, probabilists, and applied mathematicians interested in financial applications.

Economics -- Statistical methods. --- Finance -- Statistical methods. --- Finance. --- Finance --- Business mathematics --- Mathematics --- Business & Economics --- Physical Sciences & Mathematics --- Economic Theory --- Algebra --- Finance - General --- Mathematical models --- Business mathematics. --- Mathematical models. --- Arithmetic, Commercial --- Business --- Business arithmetic --- Business math --- Commercial arithmetic --- Mathematics. --- Game theory. --- Economics, Mathematical. --- Probabilities. --- Game Theory, Economics, Social and Behav. Sciences. --- Probability Theory and Stochastic Processes. --- Quantitative Finance. --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Economics --- Mathematical economics --- Econometrics --- Games, Theory of --- Theory of games --- Math --- Science --- Methodology --- Distribution (Probability theory. --- Funding --- Funds --- Currency question --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Economics, Mathematical .