Handbook of Computational and Numerical Methods in Finance

by Birkhauser, George A. Anastassiou, Svetlozar T. Rachev

Book Overview

The subject of numerical methods in finance has recently emerged as a new discipline at the intersection of probability theory, finance, and numerical analysis. The methods employed bridge the gap between financial theory and computational practice, and provide solutions for complex problems that are difficult to solve by traditional analytical methods. Although numerical methods in finance have been studied intensively in recent years, many theoretical...

• Format: Hardcover
• Language: English
• ISBN: 0817632190
• ISBN13: 9780817632199
• Release Date: June 2004
• Publisher: Birkhauser
• Length: 435 Pages
• Weight: 1.50 lbs.
• Dimensions: 1.0" x 6.1" x 9.2"