Skip to content

Booksellers & Trade Customers: Sign up for online bulk buying at trade.atlanticbooks.com for wholesale discounts

Booksellers: Create Account on our B2B Portal for wholesale discounts

Numerical Methods for Finance

by John Miller , David Edelman , John Appleby
Save 35% Save 35%
Current price ₹17,766.00
Original price ₹27,332.00
Original price ₹27,332.00
Original price ₹27,332.00
(-35%)
₹17,766.00
Current price ₹17,766.00

Imported Edition - Ships in 12-14 Days

Free Shipping in India on orders above Rs. 500

Request Bulk Quantity Quote
+91
Book cover type: Hardcover
  • ISBN13: 9781584889250
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: CRC Press
  • Publisher Imprint: Chapman and Hall/CRC
  • Publication Date:
  • Pages: 312
  • Original Price: GBP 210.0
  • Language: English
  • Edition: N/A
  • Item Weight: 572 grams
  • BISAC Subject(s): Probability & Statistics / General

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.

Trusted for over 49 years

Family Owned Company

Secure Payment

All Major Credit Cards/Debit Cards/UPI & More Accepted

New & Authentic Products

India's Largest Distributor

Need Support?

Whatsapp Us