000			03183nam a22003615i 4500
001			278671
003			MX-SnUAN
005			20160429153913.0
007			cr nn 008mamaa
008			150903s2005 xxu| o |||| 0|eng d
020			_a9780387251189 _9978-0-387-25118-9
024	7		_a10.1007/b106806 _2doi
035			_avtls000330115
039		9	_a201509030233 _bVLOAD _c201405070459 _dVLOAD _c201401311329 _dstaff _c201401311154 _dstaff _y201401291447 _zstaff _wmsplit0.mrc _x535
050		4	_aHB1-846.8
100	1		_aBreton, Michèle. _eeditor. _9302445
245	1	0	_aNumerical Methods in Finance / _cedited by Michèle Breton, Hatem Ben-Ameur.
264		1	_aBoston, MA : _bSpringer US, _c2005.
300			_aXV, 258 páginas, _brecurso en línea.
336			_atexto _btxt _2rdacontent
337			_acomputadora _bc _2rdamedia
338			_arecurso en línea _bcr _2rdacarrier
347			_aarchivo de texto _bPDF _2rda
500			_aSpringer eBooks
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.
590			_aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700	1		_aBen-Ameur, Hatem. _eeditor. _9302446
710	2		_aSpringerLink (Servicio en línea) _9299170
776	0	8	_iEdición impresa: _z9780387251172
856	4	0	_uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/b106806 _zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
942			_c14
999			_c278671 _d278671