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Numerical Methods in Finance (Paperback) Loot Price: R1,637
Discovery Miles 16 370
Numerical Methods in Finance (Paperback): L. C. G. Rogers, D. Talay

Numerical Methods in Finance (Paperback)

L. C. G. Rogers, D. Talay

Series: Publications of the Newton Institute

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Loot Price R1,637 Discovery Miles 16 370 | Repayment Terms: R153 pm x 12*

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Numerical Methods in Finance has emerged as a discipline at the intersection of probability theory, finance and numerical analysis. This book, based on lectures given at the Newton Institute as part of a broader programme, describes a wide variety of numerical methods used in financial analysis: computation of option prices, especially of American option prices, by finite difference and other methods; numerical solution of portfolio management strategies; statistical procedures; identification of models; Monte Carlo methods; and numerical implications of stochastic volatilities. Articles have been written in a pedagogic style and made reasonably self-contained, covering both mathematical matters and practical issues in numerical problems. Thus the book has something to offer economists, probabilists and applied mathematicians working in finance.

General

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Series: Publications of the Newton Institute
Release date: April 2008
First published: 2008
Editors: L. C. G. Rogers • D. Talay
Dimensions: 229 x 153 x 19mm (L x W x T)
Format: Paperback - Trade
Pages: 340
ISBN-13: 978-0-521-06169-8
Categories: Books > Business & Economics > Finance & accounting > Finance > General
Books > Science & Mathematics > Mathematics > Applied mathematics > General
Books > Money & Finance > General
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LSN: 0-521-06169-5
Barcode: 9780521061698

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