Numerical Methods for Finance (Chapman & Hall/CRC Financial Mathematics) - Image 1

£62.99

CRC Press Numerical Methods for Finance (Chapman & Hall/CRC Financial Mathematics)

Name: Numerical Methods for Finance (Chapman & Hall/CRC Financial Mathematics)
Brand: CRC Press
Price: 62.99 GBP
Availability: InStock

Econometrics

This is the most expensive it has ever been. Walk away.

£63 today · previous high £63 · all-time low £59

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 34 days • 34 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 34 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £63 (23 days, 67.6%)

Price range: £59 - £63

Price levels: 2 different prices over 34 days

Description

Featuring international contributors from both industry and academia, Numerical Methods for Finance explores new and relevant numerical methods for the solution of practical problems in finance. It is one of the few books entirely devoted to numerical methods as applied to the financial field. Presenting state-of-the-art methods in this area, the book first discusses the coherent risk measures theory and how it applies to practical risk management. It then proposes a new method for pricing high-dimensional American options, followed by a description of the negative inter-risk diversification effects between credit and market risk. After evaluating counterparty risk for interest rate payoffs, the text considers strategies and issues concerning defined contribution pension plans and participating life insurance contracts. It also develops a computationally efficient swaption pricing technology, extracts the underlying asset price distribution implied by option prices, and proposes a hybrid GARCH model as well as a new affine point process framework. In addition, the book examines performance-dependent options, variance reduction, Value at Risk (VaR), the differential evolution optimizer, and put-call-futures parity arbitrage opportunities. Sponsored by DEPFA Bank, IDA Ireland, and Pioneer Investments, this concise and well-illustrated book equips practitioners with the necessary information to make important financial decisions.

Product Specifications

Brand: CRC Press
Format: Paperback
ASIN: 0367388596
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 19 September 2019
Listed Since: 25 June 2019

Barcode

No barcode data available

CRC Press Numerical Methods for Finance (Chapman & Hall/CRC Financial Mathematics)

This is the most expensive it has ever been. Walk away.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Computation and Simulation for Finance: An Introduction with Python (Springer Undergraduate Texts in Mathematics and Technology)

Financial Mathematics: A Comprehensive Treatment in Discrete Time (Chapman and Hall/CRC Financial Mathematics Series)

The Mathematics of Finance: Modeling and Hedging (Pure and Applied Undergraduate Texts)

Applied Quantitative Finance for Equity Derivatives: Fifth Edition

Stochastic Finance: An Introduction in Discrete Time (De Gruyter Textbook)

Analytical Finance: Volume II: The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation

Mathematical Finance: Theory Review and Exercises: 149 (UNITEXT, 149)

Derivatives: Models on Models (The Wiley Finance Series)

Nonlinear Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)

Introduction to Stochastic Finance with Market Examples (Chapman and Hall/CRC Financial Mathematics Series)

Quantitative Analysis, Derivatives Modeling, And Trading Strategies: In The Presence Of Counterparty Credit Risk For The Fixed-Income Market

Nonlinear Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)

Financial Engineering: Derivatives and Risk Management

Problems and Solutions in Mathematical Finance, Volume 2: Equity Derivatives (The Wiley Finance Series)

Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)

Paul Wilmott on Quantitative Finance 2nd Edition

Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)

Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance)

Market Practice in Financial Modelling

Derivatives and Internal Models: Modern Risk Management (Finance and Capital Markets Series)

Financial Modelling: Theory, Implementation and Practice with MATLAB Source (The Wiley Finance Series)

American-Style Derivatives: Valuation and Computation (Chapman and Hall/CRC Financial Mathematics Series)

Analytical Finance: Volume I: The Mathematics of Equity Derivatives, Markets, Risk and Valuation: 1

Quantitative Analysis, Derivatives Modeling, and Trading Strategies: In the Presence of Counterparty Credit Risk for the Fixed-Income Market