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Añadir al carritoCondición: New. 2013. 1st Edition. Hardcover. A comprehensive introduction to various numerical methods used in computational finance today Quantitative skills are a prerequisite for anyone working in finance or beginning a career in the field, as well as risk managers. Series: Wiley Finance. Num Pages: 336 pages, illustrations. BIC Classification: KF; UFM. Category: (P) Professional & Vocational. Dimension: 249 x 179 x 24. Weight in Grams: 740. . . . . .
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Añadir al carritoCondición: New. 2013. 1st Edition. Hardcover. A comprehensive introduction to various numerical methods used in computational finance today Quantitative skills are a prerequisite for anyone working in finance or beginning a career in the field, as well as risk managers. Series: Wiley Finance. Num Pages: 336 pages, illustrations. BIC Classification: KF; UFM. Category: (P) Professional & Vocational. Dimension: 249 x 179 x 24. Weight in Grams: 740. . . . . . Books ship from the US and Ireland.
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Añadir al carritoCondición: New. MICHAEL AICHINGER obtained his Ph.D. in Theoretical Physics from the Johannes Kepler University Linz with a thesis on numerical methods in density functional theory and their application to 2D finite electron systems. A mobility grant led him to the Texas A.
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Añadir al carritoBuch. Condición: Neu. Neuware - A comprehensive introduction to various numerical methods used in computational finance todayQuantitative skills are a prerequisite for anyone working in finance or beginning a career in the field, as well as risk managers. A thorough grounding in numerical methods is necessary, as is the ability to assess their quality, advantages, and limitations. This book offers a thorough introduction to each method, revealing the numerical traps that practitioners frequently fall into. Each method is referenced with practical, real-world examples in the areas of valuation, risk analysis, and calibration of specific financial instruments and models. It features a strong emphasis on robust schemes for the numerical treatment of problems within computational finance. Methods covered include PDE/PIDE using finite differences or finite elements, fast and stable solvers for sparse grid systems, stabilization and regularization techniques for inverse problems resulting from the calibration of financial models to market data, Monte Carlo and Quasi Monte Carlo techniques for simulating high dimensional systems, and local and global optimization tools to solve the minimization problem.
Librería: Majestic Books, Hounslow, Reino Unido
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Añadir al carritoHardcover. Condición: Brand New. har/psc edition. 352 pages. 9.75x7.00x1.25 inches. In Stock. This item is printed on demand.
Idioma: Inglés
Publicado por John Wiley & Sons Inc, New York, 2013
ISBN 10: 1119971918 ISBN 13: 9781119971917
Librería: CitiRetail, Stevenage, Reino Unido
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EUR 64,06
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Añadir al carritoHardcover. Condición: new. Hardcover. A comprehensive introduction to various numerical methods used in computational finance today Quantitative skills are a prerequisite for anyone working in finance or beginning a career in the field, as well as risk managers. A thorough grounding in numerical methods is necessary, as is the ability to assess their quality, advantages, and limitations. This book offers a thorough introduction to each method, revealing the numerical traps that practitioners frequently fall into. Each method is referenced with practical, real-world examples in the areas of valuation, risk analysis, and calibration of specific financial instruments and models. It features a strong emphasis on robust schemes for the numerical treatment of problems within computational finance. Methods covered include PDE/PIDE using finite differences or finite elements, fast and stable solvers for sparse grid systems, stabilization and regularization techniques for inverse problems resulting from the calibration of financial models to market data, Monte Carlo and Quasi Monte Carlo techniques for simulating high dimensional systems, and local and global optimization tools to solve the minimization problem. A comprehensive introduction to various numerical methods used in computational finance today Quantitative skills are a prerequisite for anyone working in finance or beginning a career in the field, as well as risk managers. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.