RECENT DEVELOPMENTS IN COMPUTATIONAL FINANCE: FOUNDATIONS, ALGORITHMS AND APPLICATIONS: 14 (Interdisciplinary Mathematical Sciences) - Hardcover

KLOEDEN PETER & GERSTNER THOMAS

Hardcover

ISBN 10: 9814436429 ISBN 13: 9789814436427

Publisher: World Scientific, 2013

Synopsis

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 Besides surveys of existing results, the book contains many new previously unpublished results.

About this title

From the Back Cover

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 Besides surveys of existing results, the book contains many new previously unpublished results.

Edition details

• Publisher: World Scientific
• Publication date: 2013
• Language: English
• ISBN 10: 9814436429
• ISBN 13: 9789814436427
• Binding: Hardcover
• Number of pages: 48000