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Könyv Numerical Methods in Finance L. C. G. RogersD. Talay

Numerical Methods in Finance

Szerző: L. C. G. RogersD. Talay
Nyelv: Angol
Kötés: Puha kötésű
Kiadó: Cambridge University Press
Elérhetőség: Beszállítói készleten
Küldés 10-18 napon belül
26 345 Ft
Numerical Methods in Finance has emerged as a discipline at the intersection of probability theory,...

Információk a könyvről

Szerző
L. C. G. RogersD. Talay
Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
2008
oldal
340
EAN
9780521061698
ISBN
0521061695
Enbook ID
02020213
Kiadó
Cambridge University Press
Súly
518
Méretek
153 x 229 x 19

Teljes leírás

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.

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