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 and practical financial aspects have yet to be explored. This volume presents current research and survey articles focusing on various numerical methods in finance. The book is designed for the academic community and will also serve professional investors.

Book Information
ISBN 9780817632199
Author Svetlozar T. Rachev
Format Hardback
Page Count 435
Imprint Birkhauser Boston Inc
Publisher Birkhauser Boston Inc
Weight(grams) 1770g