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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Gilli, Manfred, 1942-
Otros Autores: Maringer, Dietmar, Schumann, Enrico
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Waltham : Academic Press, 2011.
Temas:
Acceso en línea:Texto completo