Books
Numerical Methods in Financial
Mathematics"Numerical Methods in Finance" has recently emerged as a new discipline at the intersection of Probability Theory, Finance and Numerical Analysis. This book is the only up-to-date reference on the subject. It has something to offer economists, probabilists and applied mathematicians working in finance. Based on lectures given at the Newton Institute, it describes a wide variety of numerical methods used in financial analysis: computation of option prices; numerical solution of portfolios management strategies; statistical procedures and identification of models; simulation of the market; etc.
* Denis Talay is head of the Omega project, at INRIA Sophia Antipolis.
Computational Science for the
21st centuryComputational science has a significant impact on engineering, physical, biological, management and social sciences. This books is aimed at applied mathematicians, computer scientists, practitioners and engineers who will define computational science of the 21st century. This volume deals with practical and theoretical aspects. The subject matter includes: modelling, linear algebra, domain decom-position, computational fluid dynamics, structures, electromagnetics, optimisation and control theory...
* Marie-Odile Bristeau is a researcher at INRIA Rocquencourt
(M3N project).
* Rediscover this article in INédit number 10 (July 97) in
PDF file format.
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