Numerical Methods and Optimization in Finance
Gilli, Manfred; Maringer, Dietmar; Schumann BA In Economics And Law. MSC In Economics. Ph.D. In Econometrics., Enrico
Language: English
Published by Academic Press, 2019
- Softcover
- Used
Seller: Textbook Bookie, Little Rock, AR, U.S.A.Textbook Bookie
AbeBooks seller since October 5, 2026
Condition: Used - Very good
US$ 94.49
Quantity: 1 available
Add to basketItem description from seller
Book in Very Good condition.
Seller Inventory # 9780128150658-very_good
- Title
- Numerical Methods and Optimization in Finance
- Author
- Gilli, Manfred; Maringer, Dietmar; Schumann BA In Economics And Law. MSC In Economics. Ph.D. In Econometrics., Enrico
- Publisher
- Academic Press
- Publication year
- 2019
- Condition
- Very Good
- Binding
- Paperback
- Language
- English
- ISBN 10
- 0128150653
- ISBN 13
- 9780128150658
- Edition
- 2nd Edition
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.
- Introduces numerical methods to readers with economics backgrounds
- Emphasizes core simulation and optimization problems
- Includes MATLAB and R code for all applications, with sample code in the text and freely available for download
"Synopsis" may belong to another edition of this title.
About the Author
Dietmar Maringer is Professor of Computational Economics and Finance at the University of Basel, Switzerland, and a faculty member at the Geneva School of Economics and Management. His research interests include non-deterministic methods such as heuristic optimization and simulations, computational learning, and empirical methods, typically with applications in trading, risk, and financial management.
Enrico Schumann holds a Ph.D. in econometrics, an MSC in economics, and a BA in economics and law. He has written on numerical methods and their application in finance, with a focus on asset allocation. His research interests include quantitative investment strategies and portfolio construction, computationally-intensive methods (in particular, optimization), and automated data processing and analysis.
"About the title" may belong to another edition of this title.
Textbook Bookie
Little Rock, AR, U.S.A.
AbeBooks seller since October 5, 2026
Shipping rates within U.S.A.
| Item | 7 to 14 business days | 3 to 6 business days |
|---|---|---|
| First item | US$ 4.25 | US$ 7.00 |
Payment methods
Store description
Your trusted source for textbooks for nearly 28 years. Since 1998, Textbook Bookie and its affiliates have provided quality new and used textbooks at affordable prices. We take pride in accurate listings, fast shipping, and friendly, dependable customer service. Orders received before 12 PM CT ship the same business day. Orders received after 12 PM may ship the same day but are not guaranteed to ship until the next business day. If you have any questions or concerns with your order, please contact us through AbeBooks. We’re always happy to help! Thank you for choosing Textbook Bookie and its affiliates!…
Specialty
TextbooksSeller's business information
Textbook Bookie
AR, U.S.A.
Terms of sale
We have a 14 day return policy. The return must be postmarked within 14 days of the delivery date. If you are unable to have the item postmarked within 14 days of the delivery date, please contact us for further information. Once the item has been returned, we will initiate an item-only refund (shipping costs are non- refundable). The item must be returned in the same condition as it was advertised. Please contact us prior to returning the item if the condition of the item received is not the same as the condition advertised. Items returned to other locations other then the one specified below will be subject to additional restocking fees. Items not postmarked within 14 days of delivery and received back in store during this time will also be subject to additional restocking fees. Please use Media Mail Shipping and obtain return tracking on all items being shipped back for return. Please do not mark the item "Return or Sender" or "Refuse." Please return the item to the address on the returns information for AbeBooks. If you have any questions regarding this return policy, please contact us prior to returning the item. Thank you for your understanding. Textbook Bookie 316 N 10th Street Arkadelphia AR 71293 870-246-2181 textbookbookie@texastext.net Customer Service Manager: Krystin
Shipping terms
Shipping costs are based on books weighing 2.2 LB, or 1 KG. If your book order is heavy or oversized, we may contact you to let you know extra shipping is required.