Numerical Methods for Finance. Chapman & Hall/CRC Financial Mathematics Series.

by John A.D. Appleby (Editor), David C. Edleman (Editor), John J.H. Miller (Editor)

Featuring international contributors from both industry and academia, this book presents the state of the art in the field, addressing practical topics such as credit risk, exotic/hybrid options, risk management, portfolio selection, insurance/pensions, and interest rate modeling. As one of the few books entirely devoted to numerical methods as applied to the finance area, "Numerical Methods for Finance" covers numerical methods for partial integro-differential equations as well as Monte Carlo methods and the latest numerical techniques.

312 pages, Kindle Edition

First published January 1, 2008