{"product_id":"numerical-methods-in-finance","title":"Numerical Methods in Finance","description":"\u003cp\u003eNumerical Methods in Finance has emerged as a discipline at the intersection of probability theory, finance and numerical analysis. This book, based on lectures given at the Newton Institute as part of a broader programme, describes a wide variety of numerical methods used in financial analysis: computation of option prices, especially of American option prices, by finite difference and other methods; numerical solution of portfolio management strategies; statistical procedures; identification of models; Monte Carlo methods; and numerical implications of stochastic volatilities. Articles have been written in a pedagogic style and made reasonably self-contained, covering both mathematical matters and practical issues in numerical problems. Thus the book has something to offer economists, probabilists and applied mathematicians working in finance.\u003c\/p\u003e","brand":"Cambridge University Press","offers":[{"title":"Default Title","offer_id":46646599352558,"sku":"9780521061698","price":89.01,"currency_code":"AUD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0630\/9612\/7726\/files\/9780521061698.jpg?v=1750157197","url":"https:\/\/bookland.com.au\/products\/numerical-methods-in-finance","provider":"Book Land AU","version":"1.0","type":"link"}