Numerical Methods and Optimization in Finance ePub (Adobe DRM) download by Manfred Gilli

Numerical Methods and Optimization in Finance

Academic Press
Publication date: June 2011
ISBN: 9780123756633
Digital Book format: ePub (Adobe DRM)

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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
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Numerical Methods and Optimization in Finance ePub (Adobe DRM) download by Manfred Gilli
Academic Press, June 2011
ISBN: 9780123756633
EAN:  2370004118918
ePub (Adobe DRM)
List Price: $99.95 eBook price: $91.99
Numerical Methods and Optimization in Finance ePub (Adobe DRM) download by Manfred Gilli
Academic Press, July 2011
ISBN: 9780123756633
EAN:  9780123756633
ePub (Adobe DRM)
List Price: $99.95 eBook price: $91.99
Numerical Methods and Optimization in Finance PDF (Adobe DRM) download by Manfred Gilli
Elsevier S&T, July 2011
ISBN: 9780123756633
EAN:  2370003481709
PDF (Adobe DRM)
List Price: $99.95 eBook price: $91.99