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Numerical Methods for Finance

Numerical Methods for Finance Business, Finance & Career

Numerical Methods for Finance

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Description
Featuring international contributors from both industry and academia, Numerical Methods for Finance explores new and relevant numerical methods for the solution of practical problems in finance. It provides valuable, practical information about credit risks, exotic/hybrid options, retirement plans/pensions, life insurance, portfolio selection, incentive schemes, and interest rate modeling. The book presents a variety of novel mathematical methods involving finite-difference, Monte Carlo, and fast Fourier transform techniques. It also offers realistic alternatives to the VaR approach used in financial risk management practice and identifies potential pitfalls of standard methodologies.
Product details
Binding:
Paperback
Edition:
1
Number of Pages:
312
Release Date:
2019-09-19
Publication Date:
2019-09-19
Publisher:
Chapman and Hall/CRC
Languages:
Original: English
ISBN10:
0367388596
ISBN13:
9780367388591
Weight:
477 g
Height:
156 cm
Width:
234 cm
Thickness:
17 cm
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