Recent Developments In Computational Finance: Foundations, Algorithms And Applications
Thomas, Gerstner
ISBN 10: 9814436429 ISBN 13: 9789814436427
Published by WORLD SCIENTIFIC PUB CO INC, 2013
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InhaltsverzeichnisFoundations: Multilevel Monte Carlo Methods for Applications in Finance (Mike Giles and Lukasz Szpruch) Convergence of Numerical Methods for SDEs in Finance (Peter Kloeden and Andreas Neuenkirch) Inverse Problems in F. Seller Inventory # 599243138
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 Besides surveys of existing results, the book contains many new previously unpublished results.
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 Besides surveys of existing results, the book contains many new previously unpublished results.
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Bibliographic Details
Title: Recent Developments In Computational Finance...
Publisher: WORLD SCIENTIFIC PUB CO INC
Publication Date: 2013
Binding: Gebunden
Condition: New