Handbook of numerical analysis

Mathematical finance is a prolific scientific domain in which there exists a particular characteristic of developing both advanced theories and practical techniques simultaneously. <i>Mathematical Modelling and Numerical Methods in Finance</i> 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.<br><br> Coverage of all aspects of quantitative finance including models, computational methods and applications <br> Provides an overview of new ideas an