Numerical Methods and Optimization in Finance

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9780123756626: Numerical Methods and Optimization in Finance
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"This book aims at providing guidance which is practical and useful for practitioners in finance with emphasis on computational techniques which are manageable by modern day desktop personal computers' processing power when building, testing, comparing and using mathematical and econometric models of finance in the pursuit of analysis of actual financial market data in day to day activities of financial analysts, be they students of courses in finance programs or analysts in financial institutions."--Zentralblatt MATH 2012-1236-91001 "With as much rigor as can be mastered by anyone in the still-developing field of computational finance and a sense of humor, the authors unravel its mysteries. The presentations are clear and the models are practical --- these are the two ingredients that make for a valuable book in this field. The book is both practical in scope and rigorous on its theoretical foundations. It is a must for anyone who needs to apply quantitative methods for financial planning --- and who doesn't need to in our days?"--Stavros A. Zenios, University of Cyprus and the Wharton Financial Institutions Center "Numerical Methods and Optimization in Finance is an excellent introduction to computational science. The combination of methodology, software, and examples allows the reader to quickly grasp and apply serious computational ideas."--Kenneth L. Judd, Hoover Institution, Stanford University

Reseña del editor:

This book describes computational finance tools. It covers fundamental numerical analysis and computational techniques, such as option pricing, and gives special attention to simulation and optimization. Many chapters are organized as case studies around portfolio insurance and risk estimation problems. In particular, several chapters explain optimization heuristics and how to use them for portfolio selection and in calibration of estimation and option pricing models. Such practical examples allow readers to learn the steps for solving specific problems and apply these steps to others. At the same time, the applications are relevant enough to make the book a useful reference. Matlab and R sample code is provided in the text and can be downloaded from the book's website. This title shows ways to build and implement tools that help test ideas; focuses on the application of heuristics; standard methods receive limited attention; and, presents as separate chapters problems from portfolio optimization, estimation of econometric models, and calibration of option pricing models.

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1.

Gilli, Manfred; Maringer, Dietmar; Schumann, Enrico
Editorial: Academic Press (2011)
ISBN 10: 0123756626 ISBN 13: 9780123756626
Nuevos Soft cover Cantidad: 10
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Descripción Academic Press, 2011. Soft cover. Estado de conservación: New. Estado de la sobrecubierta: New. 1st Edition. Low price guarantee! The book is the brand new international edition textbook with the different ISBN and cover design. The book main content black/white printed in full English as same as the corresponding original US edition. Fast shipments will sent out by DHL/UPS or standard post mail with tracking numbers in one to two working days after the orders confirmed. Nº de ref. de la librería ABE-10731494558

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ISBN 10: 0123756626 ISBN 13: 9780123756626
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Gilli, Manfred; Maringer, Dietmar; Schumann, Enrico
Editorial: Academic Press (2011)
ISBN 10: 0123756626 ISBN 13: 9780123756626
Nuevos Soft cover Cantidad: 20
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Descripción Academic Press, 2011. Soft cover. Estado de conservación: New. Estado de la sobrecubierta: New. 1st Edition. **INTERNATIONAL EDITION** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments go through via USPS/UPS/DHL with tracking numbers. Great professional textbook selling experience and expedite shipping service. Nº de ref. de la librería ABE-10731495282

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Manfred Gilli, Dietmar Maringer, Enrico Schumann
Editorial: Elsevier Science Publishing Co Inc, United States (2011)
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Descripción Elsevier Science Publishing Co Inc, United States, 2011. Hardback. Estado de conservación: New. 231 x 157 mm. Language: English . Brand New Book. This book describes computational finance tools. It covers fundamental numerical analysis and computational techniques, such as option pricing, and gives special attention to simulation and optimization. Many chapters are organized as case studies around portfolio insurance and risk estimation problems. In particular, several chapters explain optimization heuristics and how to use them for portfolio selection and in calibration of estimation and option pricing models. Such practical examples allow readers to learn the steps for solving specific problems and apply these steps to others. At the same time, the applications are relevant enough to make the book a useful reference. Matlab and R sample code is provided in the text and can be downloaded from the book s website. Nº de ref. de la librería AA59780123756626

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Manfred Gilli, Dietmar Maringer, Enrico Schumann
Editorial: Elsevier Science Publishing Co Inc, United States (2011)
ISBN 10: 0123756626 ISBN 13: 9780123756626
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The Book Depository
(London, Reino Unido)
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Descripción Elsevier Science Publishing Co Inc, United States, 2011. Hardback. Estado de conservación: New. 231 x 157 mm. Language: English . Brand New Book. This book describes computational finance tools. It covers fundamental numerical analysis and computational techniques, such as option pricing, and gives special attention to simulation and optimization. Many chapters are organized as case studies around portfolio insurance and risk estimation problems. In particular, several chapters explain optimization heuristics and how to use them for portfolio selection and in calibration of estimation and option pricing models. Such practical examples allow readers to learn the steps for solving specific problems and apply these steps to others. At the same time, the applications are relevant enough to make the book a useful reference. Matlab and R sample code is provided in the text and can be downloaded from the book s website. Nº de ref. de la librería AA59780123756626

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Gilli, Manfred/ Maringer, Dietmar/ Schumann, Enrico
Editorial: Academic Pr (2011)
ISBN 10: 0123756626 ISBN 13: 9780123756626
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Descripción Academic Pr, 2011. Hardcover. Estado de conservación: Brand New. 1st edition. 600 pages. 9.10x6.20x1.10 inches. In Stock. Nº de ref. de la librería __0123756626

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GILLI, MANFRED; MARINGER, DIETMAR; SCHUMANN, ENRICO
Editorial: Academic Press (2011)
ISBN 10: 0123756626 ISBN 13: 9780123756626
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Herb Tandree Philosophy Books
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Descripción Academic Press, 2011. Hardback. Estado de conservación: NEW. 9780123756626 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Nº de ref. de la librería HTANDREE0892580

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GILLI, MANFRED; MARINGER, DIETMAR; SCHUMANN, ENRICO
Editorial: Academic Press (2011)
ISBN 10: 0123756626 ISBN 13: 9780123756626
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Descripción Academic Press, 2011. Hardback. Estado de conservación: NEW. 9780123756626 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Nº de ref. de la librería HTANDREE01196674

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Gilli, Manfred; Maringer, Dietmar; Schumann, Enrico
ISBN 10: 0123756626 ISBN 13: 9780123756626
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Descripción Estado de conservación: New. This item is Print on Demand - Depending on your location, this item may ship from the US or UK. Nº de ref. de la librería POD_9780123756626

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Dietmar Maringer; Enrico Schumann; Manfred Gilli
Editorial: Academic Press (2011)
ISBN 10: 0123756626 ISBN 13: 9780123756626
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Descripción Academic Press, 2011. Hardcover. Estado de conservación: New. book. Nº de ref. de la librería 0123756626

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