Bensoussan A., Zhang Q., Ciarlet P.G. Mathematical Modelling and Numerical Methods in Finance

North Holland, 2009. — 684 p. — ISBN: 0444518797, 9781857283259Mathematical finance is a prolific scientific domain in which there exists a particular characteristic of developing both advanced theories and practical techniques simultaneously. Mathematical Modeling and Numerical Methods in Finance addresses the three most important aspects in the field: mathematical models, computational methods, and applications, and provides a solid overview of major new ideas and results in the three domains.Coverage of all aspects of quantitative finance including models, computational methods and applications
Provides an overview of new ideas and results
Contributors are leaders of the field