Handbook of Computational and Numerical Methods in Finance

. Ed(s): Rachev, Svetlozar T.

ISBN 10: 1461264766 / ISBN 13: 9781461264767

Verlag: Springer-Verlag New York Inc., 2012

Editor(s): Rachev, Svetlozar T. Num Pages: 444 pages, black & white illustrations, bibliography. BIC Classification: KF; PBKS; PBT; PBW. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 23. Weight in Grams: 673. . 2012. Softcover reprint of the original 1st ed. 2004. Paperback. . . . . Books ship from the US and Ireland. Bestandsnummer des Verkäufers V9781461264767

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.

Bibliografische Details

Titel: Handbook of Computational and Numerical ...
Verlag: Springer-Verlag New York Inc.
Erscheinungsdatum: 2012
Einband: Softcover
Zustand: New