Numerical Methods in Finance - Publications of the Newton Institute 13 (Hardback)
  • Numerical Methods in Finance - Publications of the Newton Institute 13 (Hardback)
zoom

Numerical Methods in Finance - Publications of the Newton Institute 13 (Hardback)

(editor), (editor), (series editor)
£84.00
Hardback 340 Pages / Published: 26/06/1997
  • We can order this

Usually dispatched within 3 weeks

  • This item has been added to your basket
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.

Publisher: Cambridge University Press
ISBN: 9780521573542
Number of pages: 340
Weight: 670 g
Dimensions: 229 x 152 x 22 mm

You may also be interested in...

The Improbability Principle
Added to basket
How to Lie with Statistics
Added to basket
The Signal and the Noise
Added to basket
£10.99   £8.99
Paperback
Statistics Essentials for Dummies
Added to basket
Principles of Statistics
Added to basket
Statistics
Added to basket
£29.50
Paperback
An Introduction to Statistical Learning
Added to basket
New Cambridge Statistical Tables
Added to basket
Statistics Explained
Added to basket
Probability and Random Processes
Added to basket
How to Use Statistics
Added to basket
Probability: A Very Short Introduction
Added to basket
Biomeasurement
Added to basket
£29.99
Paperback
Psychology Statistics For Dummies
Added to basket

Reviews

Please sign in to write a review

Your review has been submitted successfully.