shop by

Numerical Methods in Finance (Paperback)

Customer Reviews   Write a Review

Be the first to review this item and earn 25 Rakuten Super Points™

Product Overview

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. *Author: Rogers, L. C. G./ Talay, D. *Series Title: Publications of the Newton Institute *Series Number: 13 *Binding Type: Paperback *Number of Pages: 340 *Publication Date: 2008/04/24 *Language: English *Dimensions: 5.98 x 9.01 x 0.75 inches


Publisher Cambridge Univ Pr
Mfg Part# 9780521061698
SKU 207527566
Format Paperback
ISBN10 0521061695
Release Date 3/3/2008
Product Attributes
Book Format Paperback
Number of Pages 0340
Publisher Cambridge University Press
Series Part 13
$89.91 + $2.75 shipping
Rakuten Super Points Earn 90 ($0.90) Rakuten Super Points™
What are Rakuten Super Points™?
Get rewarded when you shop! Earn 1 point per dollar spent. That's like getting cash back on every purchase. Easy to see matured points in checkout. Use points just like cash.
Learn More
Get this item for
(price with shipping)
(redeem points)
Format: Paperback
Condition: Brand New
In Stock. Usually Ships in 1 to 2 business days
Please select an option to buy
Add to Cart

Sold By:  UnbeatableSale
What is a Marketplace and Shop Owner?
  • Our marketplace is a platform where approved third-party retailers (Shop Owners) can sell their products
  • Items are sold and shipped by Shop Owners
  • Your credit card and personal information remain secure; meets all PCI Security Standards.
  • Purchases can only be returned to the Shop Owner
  • All purchases receive Rakuten Super Points™
Promotions & Offers (1)
  •  custom promo
    5% Back* Sitewide with Promo Code Rewardme *See page for details