Numerical Methods in Finance (Paperback)

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 Promotions
LSN:	0-521-06169-5
Barcode:	9780521061698

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!