Numerical Methods and Optimization in Finance - Image 1

£69.49

Academic Press Numerical Methods and Optimization in Finance

Name: Numerical Methods and Optimization in Finance
Brand: Academic Press
Price: 69.49 GBP
Availability: InStock

Economics

About as cheap as it gets. The only time it was cheaper was 1 year ago.

£69 today · all-time low £67 (Feb 2025) · usually the usual

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 636 days • 636 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 636 days • 5 price levels

Days at Price

Current Price

Price Analysis

Most common price: £71 (310 days, 48.7%)

Price range: £67 - £72

Price levels: 5 different prices over 636 days

Description

This book describes computational finance tools. It covers fundamental numerical analysis and computational techniques, such as option pricing, and gives special attention to simulation and optimization. Many chapters are organized as case studies around portfolio insurance and risk estimation problems. In particular, several chapters explain optimization heuristics and how to use them for portfolio selection and in calibration of estimation and option pricing models. Such practical examples allow readers to learn the steps for solving specific problems and apply these steps to others. At the same time, the applications are relevant enough to make the book a useful reference. Matlab and R sample code is provided in the text and can be downloaded from the book's website. Shows ways to build and implement tools that help test ideas Focuses on the application of heuristics; standard methods receive limited attention Presents as separate chapters problems from portfolio optimization, estimation of econometric models, and calibration of option pricing models

Product Specifications

Brand: Academic Press
Format: Hardcover
ASIN: 0123756626
Category: Books > Subjects > Business, Finance & Law > Economics
Domain: Amazon UK
Release Date: 29 August 2011
Listed Since: 16 November 2010

Barcode

No barcode data available

Academic Press Numerical Methods and Optimization in Finance

About as cheap as it gets. The only time it was cheaper was 1 year ago.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Numerical Methods and Optimization in Finance

Numerical Methods in Finance with C++ (Mastering Mathematical Finance)

Numerical Methods in Finance: 13 (Publications of the Newton Institute, Series Number 13)

Mathematical Techniques in Finance: Tools for Incomplete Markets (Second Edition)

Numerical Methods for Finance (Chapman & Hall/CRC Financial Mathematics)

Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance)

Introduction to C++ for Financial Engineers: An Object-Oriented Approach (The Wiley Finance Series)

Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance)

Numerical Methods in Finance and Economics: A MATLAB-Based Introduction: 20 (Statistics in Practice)

Computational Finance: Numerical Methods for Pricing Financial Instruments (Quantitative Finance)

Mathematical Finance: Theory Review and Exercises: 149 (UNITEXT, 149)

Stochastic Finance: An Introduction in Discrete Time (De Gruyter Textbook)

Machine Learning and Data Sciences for Financial Markets: A Guide to Contemporary Practices

Financial Modelling: Theory, Implementation and Practice with MATLAB Source (The Wiley Finance Series)

Modern Computational Finance: AAD and Parallel Simulations

Computational Finance: MATLAB® Oriented Modeling (Routledge-Giappichelli Studies in Business and Management)

Numerical Methods in Finance: Bordeaux, June 2010: 12 (Springer Proceedings in Mathematics, 12)

Computation and Simulation for Finance: An Introduction with Python (Springer Undergraduate Texts in Mathematics and Technology)

Optimal Financial Decision Making under Uncertainty: 245 (International Series in Operations Research & Management Science, 245)

Computational Methods for Option Pricing: Series Number 30 (Frontiers in Applied Mathematics, Series Number 30)

Financial Instrument Pricing Using C++

A Linear Algebra Primer for Financial Engineering: Covariance Matrices, Eigenvectors, OLS, and more (Financial Engineering Advanced Background Series)

Quantitative Analysis in Financial Markets: Collected Papers of the New York University Mathematical Finance Seminar: v. 2 (Collected Papers of the ... Mathematical Finance Seminar (Hardcover)): 02

Financial Mathematics: A Comprehensive Treatment in Discrete Time (Chapman and Hall/CRC Financial Mathematics Series)