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Item Details
| Title:
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NUMERICAL METHODS IN FINANCE
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| By: |
L. C. G. Rogers (Editor), Denis Talay (Editor), H. K. Moffatt |
| Format: |
Hardback |
| List price:
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£111.00 |
| Our price: |
£97.13 |
| Discount: |
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| You save:
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£13.87 |
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| ISBN 10: |
0521573548 |
| ISBN 13: |
9780521573542 |
| Availability: |
Usually dispatched within 1-3 weeks.
 Delivery
rates
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| Stock: |
Currently 0 available |
| Publisher: |
CAMBRIDGE UNIVERSITY PRESS |
| Pub. date: |
26 June, 1997 |
| Series: |
Publications of the Newton Institute No.13 |
| Pages: |
340 |
| Description: |
Numerical Methods in Finance describes a wide variety of numerical methods used in financial analysis. |
| Synopsis: |
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. |
| Illustrations: |
20 b/w illus. 15 tables |
| Publication: |
UK |
| Imprint: |
Cambridge University Press |
| Returns: |
Returnable |
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