Numerical Methods in Finance
Normal Price: $140.00
Your Price: $126.00 AUD, inc. GST
Shipping: $7.95 per order
You Save: $14.00! (10% off normal price)
Plus...earn $6.30 in Boomerang Bucks
Availability: Available to Backorder, No Due Date for Supply, Not for Xmas
Numerical Methods in Finance by L. C. G. Rogers
Book DescriptionNumerical 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.
Buy Numerical Methods in Finance book by L. C. G. Rogers from Australia's Online Bookstore, Boomerang Books.
Book DetailsISBN: 9780521061698
(228mm x 152mm x 19mm)
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 24-Apr-2008
Country of Publication: United Kingdom
Books By Author L. C. G. Rogers
Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus, Paperback (September 2000)
This celebrated volume gives an accessible introduction to stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes.
Diffusions, Markov Processes, and Martingales: Volume 1, Foundations, Paperback (April 2000)
Now available in paperback for the first time; essential reading for all students of probability theory.
Numerical Methods in Finance, Hardback (June 1997)» View all books by L. C. G. Rogers
Numerical Methods in Finance describes a wide variety of numerical methods used in financial analysis.
» Have you read this book? We'd like to know what you think about it - write a review about Numerical Methods in Finance book by L. C. G. Rogers and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a member - it's free to sign up!)
Phone: 1300 36 33 32 (9am-2pm Mon-Fri AEST) - International: +61 2 9960 7998 - Online Form
Address: Boomerang Books, 878 Military Road, Mosman Junction, NSW, 2088
© 2003-2016. All Rights Reserved. Eclipse Commerce Pty Ltd - ACN: 122 110 687 - ABN: 49 122 110 687