Items related to Numerical Methods for Finance (Chapman & Hall/Crc...
Synopsis
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 is one of the few books entirely devoted to numerical methods as applied to the financial field.
Presenting state-of-the-art methods in this area, the book first discusses the coherent risk measures theory and how it applies to practical risk management. It then proposes a new method for pricing high-dimensional American options, followed by a description of the negative inter-risk diversification effects between credit and market risk. After evaluating counterparty risk for interest rate payoffs, the text considers strategies and issues concerning defined contribution pension plans and participating life insurance contracts. It also develops a computationally efficient swaption pricing technology, extracts the underlying asset price distribution implied by option prices, and proposes a hybrid GARCH model as well as a new affine point process framework. In addition, the book examines performance-dependent options, variance reduction, Value at Risk (VaR), the differential evolution optimizer, and put-call-futures parity arbitrage opportunities.
Sponsored by DEPFA Bank, IDA Ireland, and Pioneer Investments, this concise and well-illustrated book equips practitioners with the necessary information to make important financial decisions.
"synopsis" may belong to another edition of this title.
About the Author
John A. D. Appleby , David C. Edelman, John J. H. Miller
"About this title" may belong to another edition of this title.
- PublisherChapman and Hall/CRC
- Publication date2019
- ISBN 10 0367388596
- ISBN 13 9780367388591
- BindingPaperback
- LanguageEnglish
- Edition number1
- Number of pages312
- EditorMiller John, Edelman David, Appleby John
Search results for Numerical Methods for Finance (Chapman & Hall/Crc...
Seller Image
Numerical Methods for Finance
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 37583398-n
Quantity: Over 20 available
Stock Image
Numerical Methods for Finance (Chapman & Hall/Crc Financial Mathematics)
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # ABLIING23Feb2215580149185
Quantity: Over 20 available
Stock Image
Numerical Methods for Finance
Published by
Taylor & Francis Ltd, 2019
ISBN 10: 0367388596
ISBN 13: 9780367388591
New
Paperback / softback
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
Seller rating 5 out of 5 stars
Paperback / softback. Condition: New. New copy - Usually dispatched within 4 working days. 185. Seller Inventory # B9780367388591
Quantity: 1 available
Stock Image
Numerical Methods for Finance
Published by
Taylor & Francis Ltd, 2019
ISBN 10: 0367388596
ISBN 13: 9780367388591
New
Paperback / softback
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
Seller rating 5 out of 5 stars
Paperback / softback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days. Seller Inventory # C9780367388591
Quantity: 5 available
Stock Image
Numerical Methods for Finance
Print on DemandSeller: PBShop.store US, Wood Dale, IL, U.S.A.
Seller rating 5 out of 5 stars
PAP. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # L0-9780367388591
Quantity: Over 20 available
Stock Image
Numerical Methods for Finance (Chapman & Hall/Crc Financial Mathematics)
Seller: Majestic Books, Hounslow, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 392385699
Quantity: 3 available
Stock Image
Numerical Methods for Finance
Print on DemandSeller: Revaluation Books, Exeter, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: Brand New. 293 pages. 9.00x6.00x0.50 inches. In Stock. This item is printed on demand. Seller Inventory # __0367388596
Quantity: 1 available
Seller Image
Numerical Methods for Finance
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition. Seller Inventory # 37583398
Quantity: Over 20 available
Stock Image
Numerical Methods for Finance (Chapman & Hall/Crc Financial Mathematics)
Seller: Books Puddle, New York, NY, U.S.A.
Seller rating 4 out of 5 stars
Condition: New. 1st edition NO-PA16APR2015-KAP. Seller Inventory # 26387246972
Quantity: 3 available
Seller Image
Numerical Methods for Finance
Print on DemandSeller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 is one of the few books entirely devoted to numerical methods as applied to the financial field.Presenting state-of-the-art methods in this area, the book first discusses the coherent risk measures theory and how it applies to practical risk management. It then proposes a new method for pricing high-dimensional American options, followed by a description of the negative inter-risk diversification effects between credit and market risk. After evaluating counterparty risk for interest rate payoffs, the text considers strategies and issues concerning defined contribution pension plans and participating life insurance contracts. It also develops a computationally efficient swaption pricing technology, extracts the underlying asset price distribution implied by option prices, and proposes a hybrid GARCH model as well as a new affine point process framework. In addition, the book examines performance-dependent options, variance reduction, Value at Risk (VaR), the differential evolution optimizer, and put-call-futures parity arbitrage opportunities.Sponsored by DEPFA Bank, IDA Ireland, and Pioneer Investments, this concise and well-illustrated book equips practitioners with the necessary information to make important financial decisions. 312 pp. Englisch. Seller Inventory # 9780367388591
Quantity: 2 available