£76.79

Cambridge University Press Numerical Methods in Finance (Publications of the Newton Institute): 13 (Publications of the Newton Institute, Series Number 13)

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Description

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.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
26 June 1997
Listed Since
08 January 2007

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