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

Rogers, L. C. G.

 
9780521061698: Numerical Methods in Finance: 13 (Publications of the Newton Institute, Series Number 13)
Tapa blanda
ISBN 10: 0521061695 ISBN 13: 9780521061698
Editorial: Cambridge University Press, 2008

Sinopsis

Numerical Methods in Finance describes a wide variety of numerical methods used in financial analysis.

"Sinopsis" puede pertenecer a otra edición de este libro.

Críticas

Review of the hardback: '... the book can be strongly recommended to economists, probabilists, and applied mathematics working in finance.' European Mathematical Society

Reseña del editor

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Cambridge University Press
Año de publicación
2008
Idioma
Inglés
ISBN 10 
0521061695
ISBN 13 
9780521061698
Encuadernación
Tapa blanda
Número de edición
1
Número de páginas
340
Contacto del fabricante
no disponible
Persona responsable
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
Francia

Otras ediciones populares con el mismo título

9780521573542: Numerical Methods in Finance Hardback: 13 (Publications of the Newton Institute, Series Number 13)

Edición Destacada

ISBN 10:  0521573548 ISBN 13:  9780521573542
Editorial: Cambridge University Press, 1997
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