Central Bank of Nigeria Library

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Numerical methods in finance /

Contributor(s): Material type: TextTextSeries: GERAD 25th anniversary seriesPublication details: New York : Springer, c2005.Description: xv, 258 pISBN:
  • 9780387251172 (HB)
  • 0387251170 (HB)
  • 9780387251189 (ebook)
  • 0387251189 (ebook)
Subject(s): DDC classification:
  • 332.0151 NUM
LOC classification:
  • HG106 .N86 2005
Online resources: Summary: This book presents some exciting developments arising from the combination of mathematics, numerical analysis, and finance. It covers a wide range of topics, from portfolio management and asset pricing, to performance, risk, debt and real option evaluation. It also presents applications of a variety of cutting edge approaches and techniques, including robust control, min-max optimisation, Bessel processes, stochastic viability, variational inequalities, and Monte-Carlo test techniques. The book also presents surveys of models and approaches in specific areas in finance, such as corporate debt valuation and portfolio selection.
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Item type Current library Collection Call number Copy number Status Date due Barcode
Monograph & others Monograph & others CBN ABEOKUTA BRANCH LIBRARY General Stacks Non-fiction 332.0151 NUM (Browse shelf(Opens below)) c.1 Available 31008100752035
Monograph & others Monograph & others CBN AKURE BRANCH LIBRARY General Stacks Non-fiction 332.0151 NUM (Browse shelf(Opens below)) c.1 Available 31008100368162
Monograph & others Monograph & others CBN BENIN BRANCH LIBRARY General Stacks Non-fiction 332.0151 NUM (Browse shelf(Opens below)) c.1 Available 31008100479779
Monograph & others Monograph & others CBN CALABAR BRANCH LIBRARY General Stacks Non-fiction 332.0151 NUM (Browse shelf(Opens below)) c.1 Available 31008100512777
Monograph & others Monograph & others CBN ILORIN BRANCH LIBRARY General Stacks Non-fiction 332.0151 NUM (Browse shelf(Opens below)) Available 31008100457932
Monograph & others Monograph & others CBN JOS BRANCH LIBRARY General Stacks Non-fiction 336.76 NUM (Browse shelf(Opens below)) c.1 Available 31008100381553
Monograph & others Monograph & others CBN KADUNA BRANCH LIBRARY General Stacks Non-fiction 332.0151 NUM (Browse shelf(Opens below)) Available 31008101171045
Monograph & others Monograph & others CBN KATSINA BRANCH LIBRARY General Stacks Non-fiction 332.0151 NUM (Browse shelf(Opens below)) Available 31008100375936
Monograph & others Monograph & others CBN MAIDUGURI BRANCH LIBRARY General Stacks Non-fiction 332.0151 NUM (Browse shelf(Opens below)) c. 1 Available 31008100928965
Monograph & others Monograph & others CBN MAKURDI BRANCH LIBRARY General Stacks Non-fiction 332.0151 NUM (Browse shelf(Opens below)) c.1 Available 31008100363528
Monograph & others Monograph & others CBN MINNA BRANCH LIBRARY General Stacks Non-fiction 332.0151 (Browse shelf(Opens below)) c.1 Available 31008100585724
Monograph & others Monograph & others CBN OWERRI BRANCH LIBRARY General Stacks Non-fiction 332.0151 NUM (Browse shelf(Opens below)) c.1 Available 31008100818059
Monograph & others Monograph & others CBN PORTHARCOURT BRANCH LIBRARY General Stacks Non-fiction 336.0151 NUM (Browse shelf(Opens below)) c.1 Available 31008100433495
Monograph & others Monograph & others CBN SOKOTO BRANCH LIBRARY Non-fiction 332.0151 NUM (Browse shelf(Opens below)) C 1. Available 31008100405022
Monograph & others Monograph & others CBN UYO BRANCH LIBRARY General Stacks Non-fiction 332 .0151NUM (Browse shelf(Opens below)) c1 Available 31008100792023
Monograph & others Monograph & others CBN YOLA BRANCH LIBRARY General Stacks Non-fiction 332.0151 NUM (Browse shelf(Opens below)) c.1 Available 31008100791025
Browsing CBN PORTHARCOURT BRANCH LIBRARY shelves, Shelving location: General Stacks, Collection: Non-fiction Close shelf browser (Hides shelf browser)
336.3'435 WOR The little data book on external debt / 336.3435'091724 MIL Coping is not enough! : 336.7FIN Finance for all? : 336.0151 NUM Numerical methods in finance / 336.02 GOV Government budget forecasting : 336.2 MEL Taxation : 336.2 MEL Taxation :

Includes bibliographical references.

This book presents some exciting developments arising from the combination of mathematics, numerical analysis, and finance. It covers a wide range of topics, from portfolio management and asset pricing, to performance, risk, debt and real option evaluation. It also presents applications of a variety of cutting edge approaches and techniques, including robust control, min-max optimisation, Bessel processes, stochastic viability, variational inequalities, and Monte-Carlo test techniques. The book also presents surveys of models and approaches in specific areas in finance, such as corporate debt valuation and portfolio selection.

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