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Numerical Methods in Finance 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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

Cambridge University Press

譯者

2008-4-24 出版日期

340 頁數

USD 69.00 價格

Paperback

叢書系列

9780521061698 圖書編碼

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Numerical Methods in Finance 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Numerical Methods in Finance 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Numerical Methods in Finance 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Numerical Methods in Finance 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Numerical Methods in Finance 在線電子書圖書描述

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.

Numerical Methods in Finance 在線電子書下載 mobi epub pdf txt 在線電子書下載

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