Numerical Methods for Finance (Chapman & Hall/Crc Financial Mathematics) - Tapa blanda

 
9780367388591: Numerical Methods for Finance (Chapman & Hall/Crc Financial Mathematics)

Sinopsis

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 provides valuable, practical information about credit risks, exotic/hybrid options, retirement plans/pensions, life insurance, portfolio selection, incentive schemes, and interest rate modeling. The book presents a variety of novel mathematical methods involving finite-difference, Monte Carlo, and fast Fourier transform techniques. It also offers realistic alternatives to the VaR approach used in financial risk management practice and identifies potential pitfalls of standard methodologies.

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Acerca del autor

John A. D. Appleby , David C. Edelman, John J. H. Miller

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Otras ediciones populares con el mismo título

9781584889250: Numerical Methods for Finance (Chapman & Hall/Crc Financial Mathematics Series)

Edición Destacada

ISBN 10:  158488925X ISBN 13:  9781584889250
Editorial: Chapman and Hall/CRC, 2019
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