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Numerical Methods and Optimization in Finance - Manfred Gilli,Dietmar Maringer,Enrico Schumann

englanti
2019-08-16
229,57 € 353,19 €

-35% koodilla BOOKS

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Toimitus 10-16 arkipäivässä

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Computationally-intensive tools play an increasingly important role in financial decisions. Many financial problems-ranging from asset allocation to risk management and from option pricing to model calibration-can be efficiently handled using modern computational techniques. Numerical Methods and Optimization in Finance presents such computational techniques, with an emphasis on simulation and optimization, ... Täydellinen kuvaus

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Computationally-intensive tools play an increasingly important role in financial decisions. Many financial problems-ranging from asset allocation to risk management and from option pricing to model calibration-can be efficiently handled using modern computational techniques. Numerical Methods and Optimization in Finance presents such computational techniques, with an emphasis on simulation and optimization, particularly so-called heuristics. This book treats quantitative analysis as an essentially computational discipline in which applications are put into software form and tested empirically.

This revised edition includes two new chapters, a self-contained tutorial on implementing and using heuristics, and an explanation of software used for testing portfolio-selection models. Postgraduate students, researchers in programs on quantitative and computational finance, and practitioners in banks and other financial companies can benefit from this second edition of Numerical Methods and Optimization in Finance.

Lisätietoja

Kirjoittaja Manfred Gilli, Dietmar Maringer, Enrico Schumann
Julkaisija Elsevier
Julkaisuvuosi 2019
Kannen tyyppi Pehmeäkantinen
EAN 9780128150658
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Arvostelet: Numerical Methods and Optimization in Finance
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229,57 € 353,19 €