Handbook of Computational and Numerical Methods in Finance - Tapa dura

 
9780817632199: Handbook of Computational and Numerical Methods in Finance
Tapa dura
ISBN 10: 0817632190 ISBN 13: 9780817632199
Editorial: Birkhäuser, 2004

Sinopsis

The subject of numerical methods in finance has recently emerged as a new discipline at the intersection of probability theory, finance, and numerical analysis. The methods employed bridge the gap between financial theory and computational practice, and provide solutions for complex problems that are difficult to solve by traditional analytical methods. Although numerical methods in finance have been studied intensively in recent years, many theoretical and practical financial aspects have yet to be explored. This volume presents current research and survey articles focusing on various numerical methods in finance. The book is designed for the academic community and will also serve professional investors.

"Sinopsis" puede pertenecer a otra edición de este libro.

De la contraportada

The subject of numerical methods in finance has recently emerged as a new discipline at the intersection of probability theory, finance, and numerical analysis. The methods employed bridge the gap between financial theory and computational practice, and provide solutions for complex problems that are difficult to solve by traditional analytical methods. Although numerical methods in finance have been studied intensively in recent years, many theoretical and practical financial aspects have yet to be explored. This volume presents current research and survey articles focusing on various numerical methods in finance.

Key topics covered include: methodological issues, i.e., genetic algorithms, neural networks, Monte-Carlo methods, finite difference methods, stochastic portfolio optimization, as well as the application of other computational and numerical methods in finance and risk management. The book is designed for the academic community and will also serve professional investors.

Contributors: K. Amir-Atefi; Z. Atakhanova; A. Biglova; O.J. Blaskowitz; D. D'Souza; W.K. Härdle; I. Huber; I. Khindanova; A. Kohatsu-Higa; P. Kokoszka; M. Montero; S. Ortobelli; E. Özturkmen; G. Pagès; A. Parfionovas; H. Pham; J. Printems; S. Rachev; B. Racheva-Jotova; F. Schlottmann; P. Schmidt; D. Seese; S. Stoyanov; C.E. Testuri; S. Trück; S. Uryasev; and Z. Zheng.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Birkhäuser
Año de publicación
2004
Idioma
Inglés
ISBN 10 
0817632190
ISBN 13 
9780817632199
Encuadernación
Tapa dura
Número de páginas
448
Editor
Rachev Svetlozar T.
Contacto del fabricante
no disponible
Persona responsable
no disponible

Otras ediciones populares con el mismo título

9781461264767: Handbook of Computational and Numerical Methods in Finance

Edición Destacada

ISBN 10:  1461264766 ISBN 13:  9781461264767
Editorial: Birkhäuser, 2012
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