Cargando…
Numerical methods and optimization in finance /
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 probl...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Waltham :
Academic Press,
2011.
|
| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
MARC
| LEADER | 00000cam a2200000Mi 4500 | ||
|---|---|---|---|
| 001 | OR_ocn742299004 | ||
| 003 | OCoLC | ||
| 005 | 20231017213018.0 | ||
| 006 | m o d | ||
| 007 | cr un|---uuuuu | ||
| 008 | 110721s2011 mau ob 001 0 eng d | ||
| 040 | |a IDEBK |b eng |e pn |c IDEBK |d OPELS |d E7B |d REDDC |d OCLCQ |d UMI |d COO |d DEBSZ |d OCLCQ |d NLE |d OCLCQ |d OCLCF |d OCLCQ |d NJR |d OCLCQ |d U3W |d AU@ |d WYU |d OCLCQ |d LEAUB |d OL$ |d VT2 |d OCLCO |d OCLCQ |d OCLCO | ||
| 019 | |a 795224970 |a 816848718 |a 823129583 |a 823851828 |a 823922319 |a 824103845 |a 860315694 |a 1058029610 |a 1103252464 | ||
| 020 | |a 9780123756626 |q (electronic bk.) | ||
| 020 | |a 0123756626 |q (electronic bk.) | ||
| 020 | |a 9786613163950 | ||
| 020 | |a 6613163953 | ||
| 020 | |a 9780123756633 |q (e-book) | ||
| 020 | |a 0123756634 | ||
| 029 | 1 | |a CHNEW |b 000606715 | |
| 029 | 1 | |a CHNEW |b 001010149 | |
| 029 | 1 | |a DEBBG |b BV039829890 | |
| 029 | 1 | |a DEBSZ |b 370594258 | |
| 029 | 1 | |a DEBSZ |b 38043783X | |
| 029 | 1 | |a NZ1 |b 13932312 | |
| 029 | 1 | |a AU@ |b 000065313178 | |
| 035 | |a (OCoLC)742299004 |z (OCoLC)795224970 |z (OCoLC)816848718 |z (OCoLC)823129583 |z (OCoLC)823851828 |z (OCoLC)823922319 |z (OCoLC)824103845 |z (OCoLC)860315694 |z (OCoLC)1058029610 |z (OCoLC)1103252464 | ||
| 037 | |a CL0500000143 |b Safari Books Online | ||
| 050 | 4 | |a HG176.7 |b .G55 2011 | |
| 082 | 0 | 4 | |a 624.068/1 |2 23 |
| 049 | |a UAMI | ||
| 100 | 1 | |a Gilli, Manfred, |d 1942- | |
| 245 | 1 | 0 | |a Numerical methods and optimization in finance / |c Manfred Gilli, Dietmar Maringer, Enrico Schumann. |
| 260 | |a Waltham : |b Academic Press, |c 2011. | ||
| 300 | |a 1 online resource (xv, 584 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 520 | |a 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. | ||
| 505 | 0 | |a Fundamentals -- Simulation -- Optimization. | |
| 504 | |a Includes bibliographical references and index. | ||
| 590 | |a O'Reilly |b O'Reilly Online Learning: Academic/Public Library Edition | ||
| 650 | 0 | |a Financial engineering. | |
| 650 | 6 | |a Ingénierie financière. | |
| 650 | 7 | |a Financial engineering |2 fast | |
| 655 | 4 | |a Electronic resource. | |
| 700 | 1 | |a Maringer, Dietmar. | |
| 700 | 1 | |a Schumann, Enrico. | |
| 776 | 0 | 8 | |i Print version: |a Gilli, Manfred, 1942- |t Numerical methods and optimization in finance. |d Amsterdam ; Boston : Elsevier/Academic Press, 2011 |z 9780123756626 |w (DLC) 2011284531 |w (OCoLC)749902408 |
| 856 | 4 | 0 | |u https://learning.oreilly.com/library/view/~/9780123756626/?ar |z Texto completo (Requiere registro previo con correo institucional) |
| 938 | |a ebrary |b EBRY |n ebr10483426 | ||
| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n 316395 | ||
| 994 | |a 92 |b IZTAP | ||