Cargando…
Recent developments in computational finance : foundations, algorithms and applications /
Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. This volume consists of a series of cutting-edge sur...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Singapore :
World Scientific,
©2013.
|
| Colección: | Interdisciplinary mathematical sciences ;
v. 14. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a2200000Ia 4500 | ||
|---|---|---|---|
| 001 | EBSCO_ocn825093244 | ||
| 003 | OCoLC | ||
| 005 | 20231017213018.0 | ||
| 006 | m o d | ||
| 007 | cr mn||||||||| | ||
| 008 | 130125s2013 si ob 000 0 eng d | ||
| 010 | |a 2012537483 | ||
| 040 | |a HKP |b eng |e pn |c HKP |d CDX |d N$T |d YDXCP |d STF |d IDEBK |d E7B |d OCLCF |d EBLCP |d OCLCQ |d AZK |d ICA |d AGLDB |d OCLCQ |d MOR |d PIFAG |d OCLCQ |d MERUC |d OCLCQ |d ZCU |d U3W |d WRM |d VNS |d VTS |d COCUF |d NRAMU |d ICG |d VT2 |d OCLCQ |d WYU |d JBG |d TKN |d DKC |d OCLCQ |d M8D |d UKAHL |d OCLCQ |d LEAUB |d OCLCO |d OCLCQ |d QGK | ||
| 019 | |a 922951717 |a 961611672 |a 962591543 |a 1055342470 |a 1065955287 |a 1081207158 |a 1086538461 |a 1228594485 |a 1259184817 | ||
| 020 | |a 9789814436434 |q (electronic bk.) | ||
| 020 | |a 9814436437 |q (electronic bk.) | ||
| 020 | |z 9789814436427 |q (print) | ||
| 020 | |z 9814436429 |q (print) | ||
| 020 | |a 1283971526 | ||
| 020 | |a 9781283971522 | ||
| 024 | 8 | |a ebr10648639 | |
| 029 | 1 | |a AU@ |b 000055497662 | |
| 029 | 1 | |a CHNEW |b 000604367 | |
| 029 | 1 | |a DEBBG |b BV042969505 | |
| 029 | 1 | |a DEBBG |b BV044093690 | |
| 029 | 1 | |a DEBSZ |b 42374416X | |
| 029 | 1 | |a NZ1 |b 15908899 | |
| 035 | |a (OCoLC)825093244 |z (OCoLC)922951717 |z (OCoLC)961611672 |z (OCoLC)962591543 |z (OCoLC)1055342470 |z (OCoLC)1065955287 |z (OCoLC)1081207158 |z (OCoLC)1086538461 |z (OCoLC)1228594485 |z (OCoLC)1259184817 | ||
| 050 | 4 | |a HG106 |b .R43 2013eb | |
| 072 | 7 | |a BUS |x 027000 |2 bisacsh | |
| 082 | 0 | 4 | |a 332.015195 |2 23 |
| 049 | |a UAMI | ||
| 245 | 0 | 0 | |a Recent developments in computational finance : |b foundations, algorithms and applications / |c editors, Thomas Gerstner, Peter Kloeden. |
| 260 | |a Singapore : |b World Scientific, |c ©2013. | ||
| 300 | |a 1 online resource | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Interdisciplinary mathematical sciences ; |v vol. 14 | |
| 505 | 0 | |a 1. Multilevel Monte Carlo methods for applications in finance / Mike Giles and Lukasz Szpruch -- 2. Convergence of numerical methods for SDEs in finance / Peter Kloeden and Andreas Neuenkirch -- 3. Inverse problems in finance / J. Baumeister -- 4. Asymptotic and non asymptotic approximations for option valuation / R. Bompis and E. Gobet -- 5. Discretization of backward stochastic Volterra integral equations / Christian Bender and Stanislav Pokalyuk -- 6. Semi-Lagrangian schemes for parabolic equations / Kristian Debrabant and Espen Robstad Jakobsen -- 7. Derivative-free weak approximation methods for stochastic differential equations / Kristian Debrabant and Andreas RoBler -- 8. Wavelet solution of degenerate Kolmogoroff forward equations / Oleg Reichmann and Christoph Schwab -- 9. Randomized multilevel quasi-Monte Carlo path simulation / Thomas Gerstner and Marco Noll -- 10. Drift-Free Simulation methods for pricing cross-market derivatives with LMM / J.L. Fernandez [and others] -- 11. Application of simplest random walk algorithms for pricing barrier options / M. Krivko and M.V. Tretyakov -- 12. Coupling local currency Libor models to FX Libor models / John Schoenmakers -- 13. Dimension-wise decompositions and their efficient parallelization / Philipp Schroder, Peter Mlynczak and Gabriel Wittum. | |
| 520 | |a Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys of recent developments in the field written by leading international experts. These make the subject accessible to a wide readership in academia and financial businesses. The book consists of 13 chapters divided into 3 parts: foundations, algorithms and applications. Besides surveys of existing results, the book contains many new previously unpublished results. | ||
| 504 | |a Includes bibliographical references. | ||
| 546 | |a English. | ||
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 6 | |a Finances |x Modèles mathématiques. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Finance |x Mathematical models. |2 fast |0 (OCoLC)fst00924398 | |
| 700 | 1 | |a Gerstner, Thomas. | |
| 700 | 1 | |a Kloeden, Peter. | |
| 776 | 0 | 8 | |i Print version: |z 9789814436427 |
| 830 | 0 | |a Interdisciplinary mathematical sciences ; |v v. 14. | |
| 856 | 4 | 0 | |u https://ebsco.uam.elogim.com/login.aspx?direct=true&scope=site&db=nlebk&AN=525633 |z Texto completo |
| 938 | |a Askews and Holts Library Services |b ASKH |n AH24978473 | ||
| 938 | |a Coutts Information Services |b COUT |n 24587565 | ||
| 938 | |a EBL - Ebook Library |b EBLB |n EBL3050928 | ||
| 938 | |a ebrary |b EBRY |n ebr10648639 | ||
| 938 | |a EBSCOhost |b EBSC |n 525633 | ||
| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n cis24587565 | ||
| 938 | |a YBP Library Services |b YANK |n 9979947 | ||
| 994 | |a 92 |b IZTAP | ||