Numerical Methods in Finance

Edited by Michèle Breton and Hatem Ben-Ameur

in Springer Books from Springer

Date: 2005
ISBN: 978-0-387-25118-9
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Chapters in this book:

Ch Chapter 1 Corporate Debt Valuation: The Structural Approach

Pascal François

Ch Chapter 10 A Stochastic Discount Factor-Based Approach for Fixed-Income Mutual Fund Performance Evaluation

Mohamed A. Ayadi and Lawrence Kryzanowski

Ch Chapter 11 Portfolio Selection with Skewness

Phelim Boyle and Brian Ding

Ch Chapter 12 Continuous Min-Max Approach for Single Period Portfolio Selection Problem

Nalan Gülpmar and Berç Rustem

Ch Chapter 2 Bessel Processes and Asian Options

Daniel Dufresne

Ch Chapter 3 Dynamic Management of Portfolios with Transaction Costs under Tychastic Uncertainty

Jean-Pierre Aubin, Dominique Pujal and Patrick Saint-Pierre

Ch Chapter 4 The Robust Control Approach to Option Pricing and Interval Models: An Overview

Pierre Bernhard

Ch Chapter 5 A Finite Element Method for Two Factor Convertible Bonds

Javier Frutos

Ch Chapter 6 On Numerical Methods and the Valuation of American Options

Mondher Bellaiah

Ch Chapter 7 Valuing American Contingent Claims when Time to Maturity is Uncertain

Tony Berrada

Ch Chapter 8 Foreign Direct Investment: The Incentive to Expropriate and the Cost of Expropriation Risk

Ephraim Clark

Ch Chapter 9 Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions

Marie-Claude Beaulieu, Jean-Marie Dufour and Lynda Khalaf

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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprbok:978-0-387-25118-9

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DOI: 10.1007/b106806

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