Numerical Methods and Optimization in Finance

Language: English

Published by Academic Press Sep 2011, 2011

0123756626 / 9780123756626

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - Neuware -This book describes computational finance tools. It covers fundamental numerical analysis and computational techniques, such as option pricing, and gives special attention to simulation and optimization. Many chapters are organized as case studies around portfolio insurance and risk estimation problems. In particular, several chapters explain optimization heuristics and how to use them for portfolio selection and in calibration of estimation and option pricing models. Such practical examples allow readers to learn the steps for solving specific problems and apply these steps to others. At the same time, the applications are relevant enough to make the book a useful reference. Matlab and R sample code is provided in the text and can be downloaded from the book's website. Englisch.

Seller Inventory # 9780123756626

Title
Numerical Methods and Optimization in Finance
Author
Manfred Gilli
Publisher
Academic Press Sep 2011
Publication year
2011
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0123756626
ISBN 13
9780123756626
Item weight
1,063 grams
Dimensions
229x152x31 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

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BuchWeltWeit Ludwig Meier e.K.

Germany