Numerical Methods in Finance - Couverture rigide

Couverture rigide

ISBN 10 : 0521573548 ISBN 13 : 9780521573542

Editeur : Cambridge University Press, 1997

Synopsis

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

A propos du livre

Présentation de l'éditeur

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.

Revue de presse

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

Détails de l'édition

• Éditeur: Cambridge University Press
• Date d'édition: 1997
• Langue: anglais
• ISBN 10: 0521573548
• ISBN 13: 9780521573542
• Reliure: Relié
• Nombre de pages: 340
• Éditeur: Rogers L. C. G., Talay D.
• Coordonnées du fabricant: non disponible
• Personne responsable: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; France