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 ...
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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.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. Book contains pencil markings. In fair condition, suitable as a study copy. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 750grams, ISBN: 9780521573542.
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100% BRAND NEW US HARDCOVER STUDENT Edition / Mint condition / Never been read / ISBN-13: 9780521573542 / Shipped out in one business day with free tracking.
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New. Trade paperback (US). Contains: Line drawings, Tables. Publications of the Newton Institute . 20 b/w illus. 15 tables. Intended for professional and scholarly audience.
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New. Trade paperback (US). Contains: Line drawings, Tables. Publications of the Newton Institute . 20 b/w illus. 15 tables. Intended for professional and scholarly audience.
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Seller's Description:
New. Contains: Line drawings, Tables. Publications of the Newton Institute . 20 b/w illus. 15 tables. Intended for professional and scholarly audience.
