Computational finance: numerical methods
โ George Levy DPhil University of Oxford
๐ Library
๐
2004
๐ Elsevier Butterworth-Heinemann
๐ English
โฆ LIBER โฆ
๐
Pricing Financial Instruments: The Finite Difference Method
โ Scribed by Domingo Tavella, Curt Randall
- Publisher
- Wiley
- Year
- 2000
- Tongue
- English
- Leaves
- 309
- Series
- Wiley Series in Financial Engineering
- Edition
- Hardcover
- Category
- Library
โฌ Acquire This Volume
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โฆ Synopsis
As financial modelling becomes more complicated and deeply dependent upon mathematics, computational finance has become an increasingly popular discipline. This book covers both theoretical and practical aspects, presenting a quantitative approach to risk management. It encompasses the algorithmic and numerical procedures that form the backbone of modern mathematical finance and the creation of financial products.
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