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Sinopsis
Computational models and methods are central to the analysis of economic and financial decisions. Simulation and optimisation are widely used as tools of analysis, modelling and testing. The focus of this book is the development of computational methods and analytical models in financial engineering that rely on computation. The book contains eighteen chapters written by leading researchers in the area on portfolio optimization and option pricing; estimation and classification; banking; risk and macroeconomic modelling. It explores and brings together current research tools and will be of interest to researchers, analysts and practitioners in policy and investment decisions in economics and finance.
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Computational models and methods are central to the analysis of economic and financial decisions. Simulation and optimisation are widely used as tools of analysis, modelling and testing. The focus of this book is the development of computational methods and analytical models in financial engineering that rely on computation. The book contains eighteen chapters written by leading researchers in the area on portfolio optimization and option pricing; estimation and classification; banking; risk and macroeconomic modelling. It explores and brings together current research tools and will be of interest to researchers, analysts and practitioners in policy and investment decisions in economics and finance.
"This book collects frontier work by researchers in computational economics in a tribute to Manfred Gilli, a leading member of this community. Contributions cover many of the topics researched by Gilli during his career: portfolio optimization and option pricing, estimation and classification, as well as banking, risk and macroeconomic modeling. The editors have put together a remarkable panorama of the rapidly growing and diversifying field of computational economics and finance."
Michel Juillard, Paris School of Economics and University Paris 8
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Computational Methods in Financial Engineering. Essays in Honour of Manfred Gilli.
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Berlin/ Heidelberg, Springer Berlin., 2008
ISBN 10: 3540779574
ISBN 13: 9783540779575
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Librería: Universitätsbuchhandlung Herta Hold GmbH, Berlin, Alemania
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2008. 16 x 24 cm. XIV, 425 S. XIV, 425 p. 88 illus. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Sprache: Englisch. Nº de ref. del artículo: 2720VB
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Computational Methods In Financial Engineering
Librería: Romtrade Corp., STERLING HEIGHTS, MI, Estados Unidos de America
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Condición: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. Nº de ref. del artículo: ABNR-1287
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Computational Methods in Financial Engineering : Essays in Honour of Manfred Gilli
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Springer Berlin Heidelberg, 2008
ISBN 10: 3540779574
ISBN 13: 9783540779575
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Librería: Buchpark, Trebbin, Alemania
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Condición: Sehr gut. Zustand: Sehr gut | Seiten: 440 | Sprache: Englisch | Produktart: Bücher. Nº de ref. del artículo: 4290580/202
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Computational Methods in Financial Engineering : Essays in Honour of Manfred Gilli
Publicado por
Springer Berlin Heidelberg, 2008
ISBN 10: 3540779574
ISBN 13: 9783540779575
Antiguo o usado
Tapa dura
Librería: Buchpark, Trebbin, Alemania
Calificación del vendedor: 5 de 5 estrellas
Condición: Sehr gut. Zustand: Sehr gut | Seiten: 440 | Sprache: Englisch | Produktart: Bücher. Nº de ref. del artículo: 4290580/1012
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Computational Methods In Financial Engineering
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Computational Methods In Financial Engineering
Librería: Romtrade Corp., STERLING HEIGHTS, MI, Estados Unidos de America
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Condición: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. Nº de ref. del artículo: ABNR-273356
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Computational Methods In Financial Engineering
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Condición: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Nº de ref. del artículo: ABEJUNE24-270697
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Computational Methods in Financial Engineering
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Springer Berlin Heidelberg, 2008
ISBN 10: 3540779574
ISBN 13: 9783540779575
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Librería: moluna, Greven, Alemania
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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Portfolio Optimization and Option Pricing.- Threshold Accepting Approach to Improve Bound-based Approximations for Portfolio Optimization.- Risk Preferences and Loss Aversion in Portfolio Optimization.- Generalized Extreme Value Distribution and Extreme Eco. Nº de ref. del artículo: 4900844
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Computational Methods in Financial Engineering
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Springer Berlin Heidelberg Mrz 2008, 2008
ISBN 10: 3540779574
ISBN 13: 9783540779575
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
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Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Computational models and methods are central to the analysis of economic and financial decisions. Simulation and optimisation are widely used as tools of analysis, modelling and testing. The focus of this book is the development of computational methods and analytical models in financial engineering that rely on computation. The book contains eighteen chapters written by leading researchers in the area on portfolio optimization and option pricing; estimation and classification; banking; risk and macroeconomic modelling. It explores and brings together current research tools and will be of interest to researchers, analysts and practitioners in policy and investment decisions in economics and finance. Computational models and methods are central to the analysis of economic and financial decisions. Simulation and optimisation are widely used as tools of analysis, modelling and testing. The focus of this book is the development of computational methods and analytical models in financial engineering that rely on computation. The book contains eighteen chapters written by leading researchers in the area on portfolio optimization and option pricing; estimation and classification; banking; risk and macroeconomic modelling. It explores and brings together current research tools and will be of interest to researchers, analysts and practitioners in policy and investment decisions in economics and finance. 'This book collects frontier work by researchers in computational economics in a tribute to Manfred Gilli, a leading member of this community. Contributions cover many of the topics researched by Gilli during his career: portfolio optimization and option pricing, estimation and classification, as well as banking, risk and macroeconomic modeling. The editors have put together a remarkable panorama of the rapidly growing and diversifying field of computational economics and finance.' Michel Juillard, Paris School of Economics and University Paris 8 440 pp. Englisch. Nº de ref. del artículo: 9783540779575
Cantidad disponible: 2 disponibles
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Computational Methods in Financial Engineering : Essays in Honour of Manfred Gilli
Publicado por
Springer Berlin Heidelberg, 2008
ISBN 10: 3540779574
ISBN 13: 9783540779575
Nuevo
Tapa dura
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Calificación del vendedor: 5 de 5 estrellas
Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - Computational models and methods are central to the analysis of economic and financial decisions. Simulation and optimisation are widely used as tools of analysis, modelling and testing. The focus of this book is the development of computational methods and analytical models in financial engineering that rely on computation. The book contains eighteen chapters written by leading researchers in the area on portfolio optimization and option pricing; estimation and classification; banking; risk and macroeconomic modelling. It explores and brings together current research tools and will be of interest to researchers, analysts and practitioners in policy and investment decisions in economics and finance. Computational models and methods are central to the analysis of economic and financial decisions. Simulation and optimisation are widely used as tools of analysis, modelling and testing. The focus of this book is the development of computational methods and analytical models in financial engineering that rely on computation. The book contains eighteen chapters written by leading researchers in the area on portfolio optimization and option pricing; estimation and classification; banking; risk and macroeconomic modelling. It explores and brings together current research tools and will be of interest to researchers, analysts and practitioners in policy and investment decisions in economics and finance. 'This book collects frontier work by researchers in computational economics in a tribute to Manfred Gilli, a leading member of this community. Contributions cover many of the topics researched by Gilli during his career: portfolio optimization and option pricing, estimation and classification, as well as banking, risk and macroeconomic modeling. The editors have put together a remarkable panorama of the rapidly growing and diversifying field of computational economics and finance.' Michel Juillard, Paris School of Economics and University Paris 8. Nº de ref. del artículo: 9783540779575
Cantidad disponible: 1 disponibles