Numerical methods and optimization in finance
By: Manfred Gilli, Dietmar Maringer, Enrico Schumann
Contributors: Maringer, Dietmar; Schumann, Enrico
Publisher: Elsevier/Academic Press
Published: 2011
Place of publication: Amsterdam; Boston
Language: eng
Number of pages: 584
ISBN-13: 9780123756626
Subjects: Mathematical methods; Finance
Notes: Includes bibliographical references (p. 563-576) and index.