Hide this

Results from Google Books

Click on a thumbnail to go to Google Books.

Numerical Methods in Finance (Publications…

Numerical Methods in Finance (Publications of the Newton Institute)

by L. C. G. Rogers

MembersReviewsPopularityAverage ratingConversations
Recently added byKITP, FRCNRS3409

No tags.



Sign up for LibraryThing to find out whether you'll like this book.

No current Talk conversations about this book.

No reviews
no reviews | add a review
You must log in to edit Common Knowledge data.
For more help see the Common Knowledge help page.
Series (with order)
Canonical title
Original title
Alternative titles
Original publication date
Important places
Important events
Related movies
Awards and honors
First words
Last words
Disambiguation notice
Publisher's editors
Publisher series
Original language

References to this work on external resources.

Wikipedia in English


Book description
Haiku summary

Amazon.com Product Description (ISBN 0521573548, Hardcover)

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.

(retrieved from Amazon Thu, 12 Mar 2015 18:21:41 -0400)

No library descriptions found.

Quick Links

Swap Ebooks Audio

Popular covers


Average: No ratings.

Is this you?

Become a LibraryThing Author.


About | Contact | Privacy/Terms | Help/FAQs | Blog | Store | APIs | TinyCat | Legacy Libraries | Early Reviewers | Common Knowledge | 120,799,949 books! | Top bar: Always visible