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Numerical Methods in Finance (Hardcover) Loot Price: R3,387
Discovery Miles 33 870
Repayment Terms: R317 pm x 12*
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Numerical Methods in Finance (Hardcover): L. C. G. Rogers, D. Talay

Numerical Methods in Finance (Hardcover)

L. C. G. Rogers, D. Talay

Series: Publications of the Newton Institute

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Loot Price R3,387 Discovery Miles 33 870 | Repayment Terms: R317 pm x 12*

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Numerical methods in finance has recently emerged as a new discipline at the intersection of probability theory, finance and numerical analysis. This book describes a wide variety of numerical methods used in financial analysis: computation of option prices, especially 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. Lucid and concise, it covers both mathematical matters and practical issues in numerical problems. This book is an ideal resource for 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: June 1997
First published: 1997
Editors: L. C. G. Rogers • D. Talay
Dimensions: 229 x 152 x 22mm (L x W x T)
Format: Hardcover
Pages: 340
ISBN-13: 978-0-521-57354-2
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Business & Economics > Finance & accounting > Finance > General
Books > Money & Finance > General
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LSN: 0-521-57354-8
Barcode: 9780521573542

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