Numerical Methods in Finance: 13 (Publications of the Newton Institute, Series Number 13) - Image 1

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

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

Professional Finance

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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.

Product Specifications

Brand: Cambridge University Press
Format: hardcover
ASIN: 0521573548
Category: Books > Subjects > Business, Finance & Law > Professional Finance
Domain: Amazon UK
Release Date: 26 June 1997
Listed Since: 08 January 2007

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

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