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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
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Springer Berlin Heidelberg, 2010
ISBN 10: 3642096778
ISBN 13: 9783642096778
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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: 5048677
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Computational Methods in Financial Engineering
Publicado por
Springer Berlin Heidelberg Nov 2010, 2010
ISBN 10: 3642096778
ISBN 13: 9783642096778
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
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Taschenbuch. 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. '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 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. 440 pp. Englisch. Nº de ref. del artículo: 9783642096778
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Computational Methods in Financial Engineering : Essays in Honour of Manfred Gilli
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
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Condición: New. Nº de ref. del artículo: 11987540-n
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Computational Methods in Financial Engineering : Essays in Honour of Manfred Gilli
Publicado por
Springer Berlin Heidelberg, 2010
ISBN 10: 3642096778
ISBN 13: 9783642096778
Nuevo
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Librería: AHA-BUCH GmbH, Einbeck, Alemania
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Taschenbuch. 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. '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 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. Nº de ref. del artículo: 9783642096778
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Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli
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Computational Methods in Financial Engineering
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Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2010
ISBN 10: 3642096778
ISBN 13: 9783642096778
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Condición: New. This book examines computational methods and analytical models in financial engineering that rely on computation. It features the work of leading researchers in portfolio optimization and option pricing; banking; risk and macroeconomic modeling. Editor(s): Kontoghiorghes, Erricos John; Rustem, Berc; Winker, Peter. Num Pages: 439 pages, 88 black & white illustrations, 71 black & white tables, biography. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 22. Weight in Grams: 670. . 2010. 1st ed. Softcover of orig. ed. 2008. Paperback. . . . . Nº de ref. del artículo: V9783642096778
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Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli
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Computational Methods in Financial Engineering : Essays in Honour of Manfred Gilli
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Condición: As New. Unread book in perfect condition. Nº de ref. del artículo: 11987540
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Computational Methods in Financial Engineering
Publicado por
Springer Berlin Heidelberg, Springer Berlin Heidelberg Nov 2010, 2010
ISBN 10: 3642096778
ISBN 13: 9783642096778
Nuevo
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Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. 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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 440 pp. Englisch. Nº de ref. del artículo: 9783642096778
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Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli
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