Numerical Methods in Finance
Language: English
Published by Cambridge University Press, 2008
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
£ 88.69
Quantity: 1 available
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Druck auf Anfrage Neuware - Printed after ordering - 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.
Seller Inventory # 9780521061698
- Title
- Numerical Methods in Finance
- Author
- L. C. G. Rogers
- Publisher
- Cambridge University Press
- Publication year
- 2008
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 0521061695
- ISBN 13
- 9780521061698
- Item weight
- 553 grams
- Dimensions
- 229x152x20 mm
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| Item | 7 to 10 business days | 5 to 7 business days |
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| First item | £ 29.74 | £ 38.24 |
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