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. This title shows ways to build and implement tools that help test ideas; focuses on the application of heuristics; standard methods receive limited attention; and, presents as separate chapters problems from portfolio optimization, estimation of econometric models, and calibration of option pricing models.
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Descrizione libro Academic Press, 2011. Soft cover. Condizione libro: New. Condizione sovraccoperta: New. 1st Edition. Low price guarantee! The book is the brand new international edition textbook with the different ISBN and cover design. The book main content black/white printed in full English as same as the corresponding original US edition. Fast shipments will sent out by DHL/UPS or standard post mail with tracking numbers in one to two working days after the orders confirmed. Codice libro della libreria ABE-10731494558
Descrizione libro Condizione libro: New. Brand New Book. Codice libro della libreria 0123756626SRB
Descrizione libro Academic Press, 2011. Soft cover. Condizione libro: 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 libro della libreria ABE-10731495282
Descrizione libro Academic Press, 2011. Hardback. Condizione libro: NEW. 9780123756626 600pp., Hardback, This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Codice libro della libreria HTANDREE0892580
Descrizione libro Academic Press, 2011. Condizione libro: New. Brand New, Unread Copy in Perfect Condition. A+ Customer Service! Summary: "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. Codice libro della libreria ABE_book_new_0123756626
Descrizione libro Academic Press, 2011. Hardcover. Condizione libro: New. 1. Codice libro della libreria DADAX0123756626
Descrizione libro Elsevier Science Publishing Co Inc, 2011. HRD. Condizione libro: New. New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice libro della libreria IP-9780123756626
Descrizione libro Elsevier Science Publishing Co Inc, 2011. HRD. Condizione libro: New. New Book. Delivered from our US warehouse in 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND.Established seller since 2000. Codice libro della libreria IP-9780123756626
Descrizione libro Academic Press, 2011. Hardcover. Condizione libro: New. book. Codice libro della libreria 0123756626
Descrizione libro Academic Press, 2016. Paperback. Condizione libro: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Codice libro della libreria ria9780123756626_lsuk