Recent Developments In Computational Finance: Foundations, Algorithms And Applications: 14 (Interdisciplinary Mathematical Sciences) - Hardcover

Hardcover

ISBN 10: 9814436429 ISBN 13: 9789814436427

Verlag: World Scientific Publishing Co Pte Ltd, 2013

Inhaltsangabe

Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys of recent developments in the field written by leading international experts. These make the subject accessible to a wide readership in academia and financial businesses.The book consists of 13 chapters divided into 3 parts: foundations, algorithms and applications. Besides surveys of existing results, the book contains many new previously unpublished results.

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Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys of recent developments in the field written by leading international experts. These make the subject accessible to a wide readership in academia and financial businesses.

The book consists of 13 chapters divided into 3 parts: foundations, algorithms and applications. Besides surveys of existing results, the book contains many new previously unpublished results.

Details zur Ausgabe

• Verlag: World Scientific Publishing Co Pte Ltd
• Erscheinungsdatum: 2013
• Sprache: Englisch
• ISBN 10: 9814436429
• ISBN 13: 9789814436427
• Einband: Tapa dura
• Anzahl der Seiten: 480
• Herausgeber: Kloeden Peter, Gerstner Thomas
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Nicht verfügbar