Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
612-822-4611

  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Numerical Methods in Finance

Numerical Methods in Finance

Rogers, L. C. G.
Talay, D.

Paperback

Series: Publications of the Newton Institute, Book 13

Investing & FinanceGeneral Mathematics

ISBN10: 0521061695
ISBN13: 9780521061698
Publisher: Cambridge
Published: Apr 24 2008
Pages: 340
Weight: 1.10
Height: 0.76 Width: 6.00 Depth: 9.00
Language: English
Numerical methods in finance has recently emerged as a new discipline at the intersection of probability theory, finance and numerical analysis. This book describes a wide variety of numerical methods used in financial analysis: computation of option prices, especially 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. Lucid and concise, it covers both mathematical matters and practical issues in numerical problems. This book is an ideal resource for economists, probabilists and applied mathematicians working in finance.

Also in

General Mathematics

View All