Handbook of Computational and Numerical Methods in Finance - Rilegato

 
9780817632199: Handbook of Computational and Numerical Methods in Finance
Rilegato
ISBN 10: 0817632190 ISBN 13: 9780817632199
Casa editrice: Springer Basel AG, 2004

Sinossi

Numerical Methods in Finance have recently emerged as a new discipline at the intersection of probability theory, finance and numerical analysis.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Dalla quarta di copertina

The subject of numerical methods in finance has recently emerged as a new discipline at the intersection of probability theory, finance, and numerical analysis. The methods employed bridge the gap between financial theory and computational practice, and provide solutions for complex problems that are difficult to solve by traditional analytical methods. Although numerical methods in finance have been studied intensively in recent years, many theoretical and practical financial aspects have yet to be explored. This volume presents current research and survey articles focusing on various numerical methods in finance.

Key topics covered include: methodological issues, i.e., genetic algorithms, neural networks, Monte–Carlo methods, finite difference methods, stochastic portfolio optimization, as well as the application of other computational and numerical methods in finance and risk management. The book is designed for the academic community and will also serve professional investors.

Contributors: K. Amir-Atefi; Z. Atakhanova; A. Biglova; O.J. Blaskowitz; D. D’Souza; W.K. Härdle; I. Huber; I. Khindanova; A. Kohatsu-Higa; P. Kokoszka; M. Montero; S. Ortobelli; E. Özturkmen; G. Pagès; A. Parfionovas; H. Pham; J. Printems; S. Rachev; B. Racheva-Jotova; F. Schlottmann; P. Schmidt; D. Seese; S. Stoyanov; C.E. Testuri; S. Trück; S. Uryasev; and Z. Zheng.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Springer Basel AG
Data di pubblicazione
2004
Lingua
Inglese
ISBN 10 
0817632190
ISBN 13 
9780817632199
Rilegatura
Copertina rigida
Numero di pagine
448
Redattore
Rachev Svetlozar T.
Contatto del produttore
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Germania

Altre edizioni note dello stesso titolo

9781461264767: Handbook of Computational and Numerical Methods in Finance

Edizione in evidenza

ISBN 10:  1461264766 ISBN 13:  9781461264767
Casa editrice: Birkhäuser, 2012
Brossura