**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.

N� de ref. del art�culo ABE-10731495282

Contactar al vendedor

Denunciar este art�culo

Detalles bibliogr�ficos

T�tulo: Numerical Methods and Optimization in Finance
Editor: Academic Press
Fecha de publicaci�n: 2011
Idioma: Ingl�s
ISBN 10: 0123756626
ISBN 13: 9780123756626
Encuadernaci�n: Soft cover
Edici�n: 1st Edition
Estado: New
Estado de la sobrecubierta: New

Acerca de

Sinopsis

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.

Acerca de los autores

Manfred Gilli is Professor emeritus at the Geneva School of Economics and Management at the University of Geneva, Switzerland, where he has taught numerical methods in economics and finance. He is also a Faculty member of the Swiss Finance Institute, a member of the Advisory Board of Computational Statistics and Data Analysis, and a member of the editorial board of Computational Economics. He formerly served as president of the Society for Computational Economics.

Dietmar Maringer is Professor of Computational Economics and Finance at the University of Basel, Switzerland, and a faculty member at the Geneva School of Economics and Management. His research interests include non-deterministic methods such as heuristic optimization and simulations, computational learning, and empirical methods, typically with applications in trading, risk, and financial management.

Enrico Schumann holds a Ph.D. in econometrics, an MSC in economics, and a BA in economics and law. He has written on numerical methods and their application in finance, with a focus on asset allocation. His research interests include quantitative investment strategies and portfolio construction, computationally-intensive methods (in particular, optimization), and automated data processing and analysis.

"Sobre este t�tulo" puede pertenecer a otra edici�n de este libro.

Descripci�n de la librer�a

Ver la p�gina web de la librer�a

Informaci�n empresarial del vendedor

Sizzler Texts
CA, U.S.A.

Condiciones de venta y env�o

Condiciones de venta

We guarantee the condition of every book as it's described on the Abebooks web
sites. If you're dissatisfied with your purchase (Incorrect Book/Not as
Described/Damaged) or if the order hasn't arrived, you're eligible for a refund
within 30 days of the estimated delivery date. If you've changed your mind about a
book that you've ordered, please use the Ask bookseller a question link to contact
us and we'll respond within 2 business days.

Condiciones de env�o

Orders usually ship within 2 business days. Shipping costs are based on books weighing 2.2 LB, or 1 KG. If your book order is heavy or oversized, we may contact you to let you know extra shipping is required.

The information of European Union requirements:
Name of business: Mvesi. Inc, S-Corp. USA. Business Address: 1308 E Colorado Blvd, Pasadena, CA 91106, USA. Phone support unavailable, contact us by email of wizokko@aol.com or though the website, fax number: 206-426-3565.