Numerical Methods in Finance

Name: Numerical Methods in Finance
Brand: Cambridge University Press
SKU: 9780521061698
Price: 9900 KES
Availability: OutOfStock
ISBN: 9780521061698

Book Details

Format Paperback / softback

Book Series Publications of the Newton Institute

ISBN-10 0521061695

ISBN-13 9780521061698

Publisher Cambridge University Press

Imprint Cambridge University Press

Country of Manufacture GB

Country of Publication GB

Publication Date Apr 24th, 2008

Print length 340 Pages

Weight 518 grams

Dimensions 22.90 x 15.30 x 1.90 cms

Product Classification: Finance Finance and the finance industry Applied mathematics

KSh 9,900.00

Currently unavailable 0 in stock

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Numerical Methods in Finance describes a wide variety of numerical methods used in financial analysis. Articles have been written in a pedagogic style and made reasonably self-contained, covering both mathematical matters and practical issues in numerical problems.

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.

Get Numerical Methods in Finance by Rocquencourt) Talay at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Cambridge University Press and it has 340 pages.