Numerical Methods for Finance -
-35% koodilla BOOKS
Toimitus 15-21 arkipäivässä
30 päivän palautusoikeus
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 ... Täydellinen kuvaus
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Kuvaus
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.
Lisätietoja
| Julkaisija | CRC Press |
|---|---|
| Julkaisuvuosi | 2019 |
| Kannen tyyppi | Pehmeäkantinen |
| EAN | 9780367388591 |