HANDBOOK OF COMPUTATIONAL & NUMERICAL METHODS IN FINANCE

RACHEV,SVETLOZAR

ISBN 10: 0817632190 / ISBN 13: 9780817632199

Verlag: Birkhaeuser Verlag, 2004

Beschreibung

The subject of numerical methods in finance has recently emerged as a new discipline at the intersection of probability theory, finance, and numerical analysis. The methods employed bridge the gap between financial theory and computational practice, and provide solutions for complex problems that are difficult to solve by traditional analytical methods. Although numerical methods in finance have been studied intensively in recent years, many theoretical and practical financial aspects have yet to be explored. This volume presents current research and survey articles focusing on various numerical methods in finance. 760 gr.

Bestandsnummer des Verkäufers 9780817632199LEA45897

Bibliografische Details

• Titel: HANDBOOK OF COMPUTATIONAL & NUMERICAL METHODS IN FINANCE
• Verlag: Birkhaeuser Verlag
• Erscheinungsjahr: 2004
• Sprache: Englisch
• ISBN-10: 0817632190
• ISBN-13: 9780817632199
• Einband: Dura
• Illustrator: No Aplica
• Auflage: 1.
• Zustand: New
• Zustand des Schutzumschlags: Nuevo
• Gewicht: 760 Gramm
• Buchtyp: Libro

Über diesen Titel

Inhaltsangabe

The subject of numerical methods in finance has recently emerged as a new discipline at the intersection of probability theory, finance, and numerical analysis. The methods employed bridge the gap between financial theory and computational practice, and provide solutions for complex problems that are difficult to solve by traditional analytical methods. Although numerical methods in finance have been studied intensively in recent years, many theoretical and practical financial aspects have yet to be explored. This volume presents current research and survey articles focusing on various numerical methods in finance. The book is designed for the academic community and will also serve professional investors.

Von der hinteren Coverseite

The subject of numerical methods in finance has recently emerged as a new discipline at the intersection of probability theory, finance, and numerical analysis. The methods employed bridge the gap between financial theory and computational practice, and provide solutions for complex problems that are difficult to solve by traditional analytical methods. Although numerical methods in finance have been studied intensively in recent years, many theoretical and practical financial aspects have yet to be explored. This volume presents current research and survey articles focusing on various numerical methods in finance.

Key topics covered include: methodological issues, i.e., genetic algorithms, neural networks, Monte-Carlo methods, finite difference methods, stochastic portfolio optimization, as well as the application of other computational and numerical methods in finance and risk management. The book is designed for the academic community and will also serve professional investors.

Contributors: K. Amir-Atefi; Z. Atakhanova; A. Biglova; O.J. Blaskowitz; D. D'Souza; W.K. Härdle; I. Huber; I. Khindanova; A. Kohatsu-Higa; P. Kokoszka; M. Montero; S. Ortobelli; E. Özturkmen; G. Pagès; A. Parfionovas; H. Pham; J. Printems; S. Rachev; B. Racheva-Jotova; F. Schlottmann; P. Schmidt; D. Seese; S. Stoyanov; C.E. Testuri; S. Trück; S. Uryasev; and Z. Zheng.