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Numerical Methods and Optimization in Finance

af Switzerland, Manfred (University of Geneva, Switzerland) Maringer, Dietmar (University of Basel and University of Geneva, Switzerland) Schumann, Enrico (VIP Value Investment Professionals AG, Swiss Finance Institute, and the Society for Computational Economics.) Gilli
Numerical Methods and Optimization in Finance af Switzerland
Bag om Numerical Methods and Optimization in Finance

Describes computational finance tools. This title covers fundamental numerical analysis and computational techniques, such as option pricing, and gives special attention to simulation and optimization. It shows ways to build and implement tools that help test ideas. It focuses on the application of heuristics.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780123756626
  • Indbinding:
  • Hardback
  • Sideantal:
  • 600
  • Udgivet:
  • 11. juli 2011
  • Størrelse:
  • 237x163x26 mm.
  • Vægt:
  • 988 g.
  • 2-3 uger.
  • 7. december 2024

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Describes computational finance tools. This title covers fundamental numerical analysis and computational techniques, such as option pricing, and gives special attention to simulation and optimization. It shows ways to build and implement tools that help test ideas. It focuses on the application of heuristics.

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