Numerical Methods in Finance (Hardcover)
Language: English
Published by Cambridge University Press, Cambridge, 1997
- Hardcover
- New
Seller: CitiRetail, Stevenage, United KingdomCitiRetail
AbeBooks seller since June 29, 2022
Condition: New
£ 126.99
Quantity: 1 available
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Hardcover. Numerical Methods in Finance has recently emerged as a new 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 program, 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, for all of whom this will be the only up-to-date reference on the subject. A description of a variety of numerical methods used in financial analysis. Articles have been written in a pedagogic style and made reasonably self-contained, covering both mathematical matters and practical issues in numerical problems. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…
Seller Inventory # 9780521573542
- Title
- Numerical Methods in Finance (Hardcover)
- Author
- L.C.G. Rogers
- Publisher
- Cambridge University Press, Cambridge
- Publication year
- 1997
- Condition
- new
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0521573548
- ISBN 13
- 9780521573542
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CitiRetail
Stevenage, United Kingdom
AbeBooks seller since June 29, 2022
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| Item | 7 to 14 business days | 7 to 60 business days |
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| First item | £ 37.00 | £ 37.00 |
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