0
Your cart

Your cart is empty

Books > Business & Economics > Finance & accounting > Finance

Buy Now

Numerical Methods for Finance (Paperback) Loot Price: R2,047
Discovery Miles 20 470
Numerical Methods for Finance (Paperback): John Miller, David Edelman, John Appleby

Numerical Methods for Finance (Paperback)

John Miller, David Edelman, John Appleby

 (sign in to rate)
Loot Price R2,047 Discovery Miles 20 470 | Repayment Terms: R192 pm x 12*

Bookmark and Share

Expected to ship within 12 - 19 working days

Featuring international contributors from both industry and academia, Numerical Methods for Finance explores new and relevant numerical methods for the solution of practical problems in finance. It is one of the few books entirely devoted to numerical methods as applied to the financial field. Presenting state-of-the-art methods in this area, the book first discusses the coherent risk measures theory and how it applies to practical risk management. It then proposes a new method for pricing high-dimensional American options, followed by a description of the negative inter-risk diversification effects between credit and market risk. After evaluating counterparty risk for interest rate payoffs, the text considers strategies and issues concerning defined contribution pension plans and participating life insurance contracts. It also develops a computationally efficient swaption pricing technology, extracts the underlying asset price distribution implied by option prices, and proposes a hybrid GARCH model as well as a new affine point process framework. In addition, the book examines performance-dependent options, variance reduction, Value at Risk (VaR), the differential evolution optimizer, and put-call-futures parity arbitrage opportunities. Sponsored by DEPFA Bank, IDA Ireland, and Pioneer Investments, this concise and well-illustrated book equips practitioners with the necessary information to make important financial decisions.

General

Imprint: Crc Press
Country of origin: United Kingdom
Release date: September 2019
Editors: John Miller • David Edelman • John Appleby
Dimensions: 234 x 156mm (L x W)
Format: Paperback
Pages: 312
ISBN-13: 978-0-367-38859-1
Categories: Books > Business & Economics > Finance & accounting > Finance > General
Books > Money & Finance > General
Promotions
LSN: 0-367-38859-6
Barcode: 9780367388591

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

You might also like..

How To Get A SARS Refund
Daniel Baines Paperback  (3)
R150 R136 Discovery Miles 1 360
Damaged Goods - The Rise and Fall of Sir…
Oliver Shah Paperback  (1)
R308 R280 Discovery Miles 2 800
Death And Taxes - How SARS Made Hitmen…
Johann van Loggerenberg Paperback R295 R250 Discovery Miles 2 500
Dynamic Auditing - A Student Edition
B. Marx, A. van der Watt, … Paperback R1,384 R1,165 Discovery Miles 11 650
The Mavericks - How Coronation, Ninety…
Stephen Cranston Paperback R350 R299 Discovery Miles 2 990
Financial Management
Carlos Correia Paperback R975 R789 Discovery Miles 7 890
Graded Questions On Income Tax In South…
Kevin Mitchell, Lindsay Mitchell Paperback
SAICA Student Handbook 2024/2025 Volume…
Paperback R1,325 Discovery Miles 13 250
SAICA Student Handbook 2024/2025 Volume…
Paperback R1,156 R1,089 Discovery Miles 10 890
SILKE: South African Income Tax 2025
L. Van Heerden, M. Stiglingh, … Paperback R1,353 R1,170 Discovery Miles 11 700
Introductory Questions On SA Tax 2022…
Shaun Parsons Paperback R385 Discovery Miles 3 850
SAICA Student Handbook 2024/2025 Volume…
Paperback R749 Discovery Miles 7 490

See more

Partners