A state-of-the-art introduction to the powerful mathematical and statistical tools used in the field of finance The use of mathematical models and numerical tec

Numerical Methods in Finance describes a wide variety of numerical methods used in financial analysis.

This book provides aspiring quant developers with the numerical techniques and programming skills needed in quantitative finance. No programming background requ

Computationally-intensive tools play an increasingly important role in financial decisions. Many financial problems-ranging from asset allocation to risk manage

Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic different