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

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

This book describes computational finance tools. It covers fundamental numerical analysis and computational techniques, such as option pricing, and gives specia

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.