Backward analysis explained with monthly payments

DOI10.4169/AMER.MATH.MONTHLY.122.02.91MaRDI QIDQ3449602zbMATH OpenOpenAlexWikidataFDO

Authors 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

backward error analysisinterest ratefinancial 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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