Numerical methods for finance
Éditeur :
Taylor & Francis Inc
ISBN :
9781584889250
Date de publication :
21 sept. 2007
Dimensions :
23,4 x 15,6 cm
Poids :
582 g
Langue :
Anglais
Pays d'origine :
USA
Explores relevant numerical methods for the solution of practical problems in finance. This book discusses the coherent risk measures theory and how it applies to practical risk management. It proposes a method for pricing high-dimensional American options.