Numerical Methods in Finance

€94.00
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Numerical Methods in Finance

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Numerical Methods in Finance

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Numerical Methods in Finance

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. Language: English
  • Brand: Unbranded
  • Category: Education
  • Format: Paperback
  • Language: English
  • Publication Date: 2008/04/24
  • Publisher / Label: Cambridge University Press
  • Number of Pages: 340
  • Fruugo ID: 337400911-741033476
  • ISBN: 9780521061698
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