Recent Developments in Computational Finance: Foundations, Algorithms and Applications

Peter Kloeden

ISBN 10: 9814436429 / ISBN 13: 9789814436427

Editore: World Scientific Publishing Company Jan 2013, 2013

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Neuware - Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys of recent developments in the field written by leading international experts. These make the subject accessible to a wide readership in academia and financial businesses.

Codice articolo 9789814436427

Dati bibliografici

• Titolo: Recent Developments in Computational Finance: Foundations, Algorithms and Applications
• Editore: World Scientific Publishing Company Jan 2013
• Data di pubblicazione: 2013
• Lingua: Inglese
• ISBN 10: 9814436429
• ISBN 13: 9789814436427
• Rilegatura: Buch
• Condizione: Neu

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Riassunto

Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as posible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys of recent developments in the field written by leading international experts. These make the subject accessible to a wide readership in academia and financial businesses.The book consists of 13 chapters divided into 3 parts: foundations, algorithms and applications. Besides surveys of existing results, the book contains many new previously unpublished results.