Springer - Novel Methods in Computational Finance (Vol. 25)

Explore the latest advancements in financial mathematics with Novel Methods in Computational Finance. Part of the Mathematics in Industry series, this volume provides a deep look into the state-of-the-art research and current open problems within the field of computational finance. This book features a curated collection of research outcomes and reviews stemming from the STRIKE project. As an FP7 Marie Curie Initial Training Network (ITN) project, it represents a unique collaboration between academic partners and the private sector. The content is designed to help readers gain a better understanding of complex, mostly nonlinear, financial models. By focusing on the development of effective and robust numerical schemes, this text serves as a valuable resource for those studying how to solve both linear and nonlinear problems in financial contexts. It bridges the gap between academic training for early-stage researchers and practical application in the industry.