Numerical methods and optimization in finance /

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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 probl...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Gilli, Manfred, 1942-
Other Authors: Maringer, Dietmar, Schumann, Enrico
Format: Electronic eBook
Language:Inglés
Published: Waltham : Academic Press, 2011.
Subjects:
Financial engineering.
Ingénierie financière.
Financial engineering
Electronic resource.
Online Access:Texto completo (Requiere registro previo con correo institucional)
Table of Contents:
  • Fundamentals
  • Simulation
  • Optimization.

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