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 e.
"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 e."@en
"Numerical methods for finance : [selection of papers first presented at the International Conference on Numerical Methods for Finance held in Dublin, Ireland in June 2006]"
International Conference on Numerical Methods for Finance (2006.06 Dublin)
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International Conference on Numerical Methods for Finance (2006, June : Dublin, Ireland)
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Metodi numerici Applicazioni alla finanza Congressi.
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