Optimization & Numerical Methods in Quant Finance : A Practical Guide to Portfolio Optimization, Derivatives Pricing, and Risk Management

Hayden van der Post

ISBN 13: 9798312129328

Published by Independently Published Feb 2025, 2025

About this Item

Neuware - Reactive PublishingMaster Optimization & Numerical Methods for Smarter Financial Decision-MakingFinancial markets demand precision, and optimization & numerical methods are the backbone of portfolio management, option pricing, and risk assessment. From hedge funds to trading desks, mastering these techniques allows quants, traders, and financial engineers to build faster, more efficient models that drive profitability and minimize risk.This comprehensive guide provides a step-by-step approach to applying optimization techniques and numerical algorithms to real-world financial problems, with a strong emphasis on practical implementation using Python.What You'll Learn: Linear & Nonlinear Optimization in Finance - Lagrange multipliers, convex optimization, and portfolio allocation strategiesNumerical Solutions for Option Pricing - Finite difference methods, binomial trees, and Monte Carlo simulationsGradient Descent & Machine Learning Applications - Optimizing financial models using stochastic gradient descent (SGD)Constrained Optimization for Risk Management - Value at Risk (VaR) and efficient frontier calculationsGlobal vs. Local Optimization - Genetic algorithms, simulated annealing, and evolutionary strategies in financeNumerical Linear Algebra for Quantitative Finance - Eigenvalue decomposition, PCA, and factor modelingPython Implementations & Real-World Case Studies - Hands-on coding with SciPy, NumPy, and PandasWho This Book is For: Traders & Portfolio Managers - Optimize asset allocation and risk-return profilesQuantitative Analysts & Financial Engineers - Build more efficient pricing and risk modelsStudents & Researchers in Finance & Data Science - Strengthen your foundation in applied mathematics and computationWith clear explanations, real-world case studies, and Python implementations, this book transforms optimization and numerical methods into powerful tools for financial decision-making.Enhance your financial models-get your copy today!

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Bibliographic Details

• Title: Optimization & Numerical Methods in Quant Finance : A Practical Guide to Portfolio Optimization, Derivatives Pricing, and Risk Management
• Publisher: Independently Published Feb 2025
• Publication Date: 2025
• Language: English
• ISBN 13: 9798312129328
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 229W x 152H x 17D millimeters 229 millimeters width by 152 millimeters height by 17 millimeters depth
• Weight: 320 grams

About this title

Synopsis

Reactive Publishing

Master Optimization & Numerical Methods for Smarter Financial Decision-Making

Financial markets demand precision, and optimization & numerical methods are the backbone of portfolio management, option pricing, and risk assessment. From hedge funds to trading desks, mastering these techniques allows quants, traders, and financial engineers to build faster, more efficient models that drive profitability and minimize risk.

This comprehensive guide provides a step-by-step approach to applying optimization techniques and numerical algorithms to real-world financial problems, with a strong emphasis on practical implementation using Python.

What You’ll Learn:

Linear & Nonlinear Optimization in Finance – Lagrange multipliers, convex optimization, and portfolio allocation strategies
Numerical Solutions for Option Pricing – Finite difference methods, binomial trees, and Monte Carlo simulations
Gradient Descent & Machine Learning Applications – Optimizing financial models using stochastic gradient descent (SGD)
Constrained Optimization for Risk Management – Value at Risk (VaR) and efficient frontier calculations
Global vs. Local Optimization – Genetic algorithms, simulated annealing, and evolutionary strategies in finance
Numerical Linear Algebra for Quantitative Finance – Eigenvalue decomposition, PCA, and factor modeling
Python Implementations & Real-World Case Studies – Hands-on coding with SciPy, NumPy, and Pandas

Who This Book is For:

Traders & Portfolio Managers – Optimize asset allocation and risk-return profiles
Quantitative Analysts & Financial Engineers – Build more efficient pricing and risk models
Students & Researchers in Finance & Data Science – Strengthen your foundation in applied mathematics and computation

With clear explanations, real-world case studies, and Python implementations, this book transforms optimization and numerical methods into powerful tools for financial decision-making.

Enhance your financial models—get your copy today!