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Biblios, Frankfurt am main, HESSE, Alemania
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pp. 602. N° de ref. del artículo 182351668
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.
Título: Numerical Methods and Optimization in Finance
Editorial: Elsevier
Año de publicación: 2011
Encuadernación: Encuadernación de tapa dura
Condición: New
Librería: Sizzler Texts, SAN GABRIEL, CA, Estados Unidos de America
Soft cover. Condición: 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. del artículo: ABE-10731495282
Cantidad disponible: 20 disponibles
Librería: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Alemania
gebundene Ausgabe. Condición: Gut. 584 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber. Es befindet sich neben dem Rückenschild lediglich ein Bibliotheksstempel im Buch; ordnungsgemäß entwidmet. Einbandkanten sind leicht bestoßen. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 935. Nº de ref. del artículo: 2124774
Cantidad disponible: 1 disponibles
Librería: Buchpark, Trebbin, Alemania
Condición: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher. Nº de ref. del artículo: 10166529/2
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Librería: Aideo Books, San Marino, CA, Estados Unidos de America
Trade paperback. Condición: New in new dust jacket. First 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 contain tracking numbers. Great professional textbook selling experience and expedite shipping service. Glued binding. Paper over boards. 584 p. Contains: Maps, Figures. Audience: General/trade. Nº de ref. del artículo: K5250000445
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Librería: Brook Bookstore On Demand, Napoli, NA, Italia
Condición: new. Questo è un articolo print on demand. Nº de ref. del artículo: c00060bc1f87f767d48cc334b58f5829
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Librería: BooksRun, Philadelphia, PA, Estados Unidos de America
Hardcover. Condición: Very Good. 1. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported. Nº de ref. del artículo: 0123756626-8-1
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Librería: Chiron Media, Wallingford, Reino Unido
Hardcover. Condición: New. Nº de ref. del artículo: 6666-ELS-9780123756626
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. Englisch. Nº de ref. del artículo: 9780123756626
Cantidad disponible: 2 disponibles
Librería: Revaluation Books, Exeter, Reino Unido
Hardcover. Condición: Brand New. 1st edition. 600 pages. 9.10x6.20x1.10 inches. In Stock. This item is printed on demand. Nº de ref. del artículo: __0123756626
Cantidad disponible: 2 disponibles
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Buch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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. del artículo: 9780123756626
Cantidad disponible: 2 disponibles