Numerical Methods in Finance 2025 pdf epub mobi 电子书

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发表于2025-04-02

Numerical Methods in Finance 2025 pdf epub mobi 电子书

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出版者:Cambridge University Press

作者:Rogers, L. C. G. (EDT)/ Talay, D. (EDT)

出品人:

页数:340

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出版时间:2008-4-24

价格:USD 69.00

装帧:Paperback

isbn号码:9780521061698

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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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