Handbook of Computational and Numerical Methods in Finance

Language: English

Published by Birkhäuser, 2004

0817632190 / 9780817632199

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Druck auf Anfrage Neuware - Printed after ordering - Numerical Methods in Finance have recently emerged as a new discipline at the intersection of probability theory, finance and numerical analysis. They bridge the gap between financial theory and computational practice and provide solutions to problems where analytical methods are often non-applicable. Numerical methods are more and more used in several topics of financial analy sis: computation of complex derivatives; market, credit and operational risk assess ment, asset liability management, optimal portfolio theory, financial econometrics and others. 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 focusing on various numerical methods in finance. The contributions cover methodological issues. Genetic Algorithms, Neural Net works, Monte-Carlo methods, Finite Difference Methods, Stochastic Portfolio Opti mization as well as the application of other numerical methods in finance and risk management. As editor, I am grateful to the contributors for their fruitful collaboration. I would particularly like to thankStefan Trueck and Carlo Marinelli for the excellent editorial assistance received over the progress of this project. Thomas Plum did a splendid word-processingjob in preparing the manuscript. lowe much to George Anastassiou (ConsultantEditor, Birkhauser) and Ann Kostant Executive Editor, Mathematics and Physics, Birkhauser for their help and encouragement.

Seller Inventory # 9780817632199

Title
Handbook of Computational and Numerical Methods in Finance
Author
Svetlozar T. Rachev
Publisher
Birkhäuser
Publication year
2004
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0817632190
ISBN 13
9780817632199
Item weight
832 grams
Dimensions
241x160x30 mm

AHA-BUCH GmbH

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