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Backward Analysis Explained with Monthly Payments - MaRDI portal

Backward Analysis Explained with Monthly Payments

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DOI10.4169/AMER.MATH.MONTHLY.122.02.91zbMath1330.65069OpenAlexW2405178964WikidataQ58119283 ScholiaQ58119283MaRDI QIDQ3449602

Yves Nievergelt

Publication date: 4 November 2015

Published in: The American Mathematical Monthly (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4169/amer.math.monthly.122.02.91

zbMATH Keywords

interest rate backward error analysis financial polynomial equation

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Roundoff error (65G50) Error analysis and interval analysis (65G99)

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