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Handbook of Numerical Methods in Finance
Rachev, Svetlozar T., Anastassiou, George A., Rachev, S.T., Birkhauser
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Description for Handbook of Numerical Methods in Finance
Hardcover. The subject of numerical methods in finance has emerged as a fresh discipline at the intersection of probability theory, finance, and numerical analysis. This volume presents the research and survey articles focusing on various numerical methods in finance. Editor(s): Rachev, Svetlozar T. Num Pages: 435 pages, biography. BIC Classification: KFF. Category: (G) General (US: Trade). Dimension: 167 x 242 x 32. Weight in Grams: 816.
Numerical Methods in Finance have recently emerged as a new discipline at the intersection of probability theory, finance and numerical analysis. They bridge the gap between financial theory and computational practice and provide solutions to problems where analytical methods are often non-applicable. Numerical methods are more and more used in several topics of financial analy sis: computation of complex derivatives; market, credit and operational risk assess ment, asset liability management, optimal portfolio theory, financial econometrics and others. Although numerical methods in finance have been studied intensively in recent years, many theoretical and practical financial aspects have yet to be explored. ... Read more
Numerical Methods in Finance have recently emerged as a new discipline at the intersection of probability theory, finance and numerical analysis. They bridge the gap between financial theory and computational practice and provide solutions to problems where analytical methods are often non-applicable. Numerical methods are more and more used in several topics of financial analy sis: computation of complex derivatives; market, credit and operational risk assess ment, asset liability management, optimal portfolio theory, financial econometrics and others. Although numerical methods in finance have been studied intensively in recent years, many theoretical and practical financial aspects have yet to be explored. ... Read more
Product Details
Format
Hardback
Publication date
2004
Publisher
Birkhäuser
Condition
New
Number of Pages
435
Place of Publication
Secaucus, United States
ISBN
9780817632199
SKU
V9780817632199
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Handbook of Numerical Methods in Finance
"The title of this book my be somewhat misleading
as an edited volume, it contains several papers on some issues in quantitative finance. Most contributions have a computational/numerical slant. It is no surprise that several papers concentrate on heavy-tailed models, in particular Pareto-type models figure prominently. For me, the highlight is the paper by Kohatsu-Higa and Montero on "Malliavan Calculus ... Read more
as an edited volume, it contains several papers on some issues in quantitative finance. Most contributions have a computational/numerical slant. It is no surprise that several papers concentrate on heavy-tailed models, in particular Pareto-type models figure prominently. For me, the highlight is the paper by Kohatsu-Higa and Montero on "Malliavan Calculus ... Read more