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.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
"This book aims at providing guidance which is practical and useful for practitioners in finance with emphasis on computational techniques which are manageable by modern day desktop personal computers’ processing power when building, testing, comparing and using mathematical and econometric models of finance in the pursuit of analysis of actual financial market data in day to day activities of financial analysts, be they students of courses in finance programs or analysts in financial institutions."--Zentralblatt MATH 2012-1236-91001 "With as much rigor as can be mastered by anyone in the still-developing field of computational finance and a sense of humor, the authors unravel its mysteries. The presentations are clear and the models are practical --- these are the two ingredients that make for a valuable book in this field. The book is both practical in scope and rigorous on its theoretical foundations. It is a must for anyone who needs to apply quantitative methods for financial planning --- and who doesn’t need to in our days?"--Stavros A. Zenios, University of Cyprus and the Wharton Financial Institutions Center "Numerical Methods and Optimization in Finance is an excellent introduction to computational science. The combination of methodology, software, and examples allows the reader to quickly grasp and apply serious computational ideas."--Kenneth L. Judd, Hoover Institution, Stanford University
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Spese di spedizione:
EUR 9,36
In U.S.A.
Descrizione libro Soft cover. Condizione: New. Condizione sovraccoperta: 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. Codice articolo ABE-10731495282
Descrizione libro Trade paperback. Condizione: 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. Codice articolo K5250000445
Descrizione libro Condizione: new. Questo è un articolo print on demand. Codice articolo c00060bc1f87f767d48cc334b58f5829
Descrizione libro Hardcover. Condizione: New. Codice articolo 6666-ELS-9780123756626
Descrizione libro Hardcover. Condizione: Brand New. 1st edition. 600 pages. 9.10x6.20x1.10 inches. In Stock. Codice articolo __0123756626
Descrizione libro Hardback. Condizione: New. New copy - Usually dispatched within 4 working days. Codice articolo B9780123756626
Descrizione libro Condizione: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. Codice articolo ria9780123756626_lsuk
Descrizione libro Hardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days. Codice articolo C9780123756626
Descrizione libro Condizione: New. 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. Codice articolo 897394180