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: 69.89 GBP
Availability: InStock

Economics

Price History & Forecast

Last 42 days • 42 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 42 days • 1 price levels

Days at Price

Price Analysis

Most common price: £70 (42 days, 100.0%)

Price range: £70 - £70

Price levels: 1 different prices over 42 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

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

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

Mathematical and Statistical Methods for Actuarial Sciences and Finance

Optimization Methods in Finance (Mathematics, Finance and Risk)

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

Mathematical Modeling and Computation in Finance: With Exercises and Python and MATLAB Computer Codes

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

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

Options Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics)

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

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

Mathematical Modeling and Computation in Finance: With Exercises and Python and MATLAB Computer Codes

Mathematical Finance: Theory, Modeling, Implementation

Computational Finance Using C and C# (Quantitative Finance)

Stochastic Simulation and Applications in Finance with MATLAB Programs (The Wiley Finance Series)

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

Numerical Methods in Computational Finance: A Partial Differential Equation (PDE/FDM) Approach (Wiley Finance)

Risk and Portfolio Analysis: Principles and Methods (Springer Series in Operations Research and Financial Engineering)

An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation

Computational Finance: An Introductory Course with R: 1 (Atlantis Studies in Computational Finance and Financial Engineering, 1)

The Mathematics of Finance: Modeling and Hedging (Pure and Applied Undergraduate Texts)

Quantitative Finance (Statistics in Practice)

Computational Techniques in Economics & Finance - Nova Science