Numerical Methods in Finance: 13 (Publications of the Newton Institute, Series Number 13) - Softcover

Rogers, L. C. G.

Softcover

ISBN 10: 0521061695 ISBN 13: 9780521061698

Verlag: Cambridge University Press, 2008

Inhaltsangabe

Numerical Methods in Finance describes a wide variety of numerical methods used in financial analysis.

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Críticas

Review of the hardback: '... the book can be strongly recommended to economists, probabilists, and applied mathematics working in finance.' European Mathematical Society

Reseña del editor

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.

Details zur Ausgabe

• Verlag: Cambridge University Press
• Erscheinungsdatum: 2008
• Sprache: Englisch
• ISBN 10: 0521061695
• ISBN 13: 9780521061698
• Einband: Tapa blanda
• Auflage: 1
• Anzahl der Seiten: 340
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; Frankreich