Numerical methods in finance /

Numerical methods in finance / edited by L.C.G. Rogers and D. Talay. - Cambridge ; New York : Cambridge University Press, 1997. - x, 326 p. : ill. ; 24 cm. - Publications of the Newton Institute .

Includes bibliographical references.

0521573548 (hardback)

96037026


Finance--Mathematical models.

332 / NUM 1997