A Workout in Computational Finance, with Website
Language: English
Published by Wiley, 2013
- Hardcover
- New
Seller: Brook Bookstore On Demand, Napoli, NA, ItalyBrook Bookstore On Demand
AbeBooks seller since October 11, 2022
Condition: New
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- Title
- A Workout in Computational Finance, with Website
- Author
- Binder, Andreas
- Publisher
- Wiley
- Publication year
- 2013
- Condition
- new
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 1119971918
- ISBN 13
- 9781119971917
- Item weight
- 0.75 kilograms
Quantitative skills are a prerequisite for anyone working in finance or beginning a career in the field, as well as risk managers. A thorough grounding in numerical methods is necessary, as is the ability to assess their quality, advantages, and limitations. This book offers a thorough introduction to each method, revealing the numerical traps that practitioners frequently fall into. Each method is referenced with practical, real-world examples in the areas of valuation, risk analysis, and calibration of specific financial instruments and models. It features a strong emphasis on robust schemes for the numerical treatment of problems within computational finance. Methods covered include PDE/PIDE using finite differences or finite elements, fast and stable solvers for sparse grid systems, stabilization and regularization techniques for inverse problems resulting from the calibration of financial models to market data, Monte Carlo and Quasi Monte Carlo techniques for simulating high dimensional systems, and local and global optimization tools to solve the minimization problem.
"Synopsis" may belong to another edition of this title.
About the Author
MICHAEL AICHINGER obtained his Ph.D. in Theoretical Physics from the Johannes Kepler University Linz with a thesis on numerical methods in density functional theory and their application to 2D finite electron systems. A mobility grant led him to the Texas A&M University (2003) and to the Helsinki University of Technology (2004). In 2007 Michael Aichinger joined the Industrial Mathematics Competence Center where he has been working as a senior researcher and consultant in the field of quantitative finance for the last five years. He also works for the Austrian Academy of Sciences at the Radon Institute for Computational and Applied Mathematics where he is involved in several industrial mathematics and computational physics projects. Michael has (co-) authored around 20 journal articles in the fields of computational physics and quantitative finance.
ANDREAS BINDER obtained his Ph.D. in Industrial Mathematics from the Johannes Kepler University Linz with a thesis on continuous casting of steel. A research grant led him to the Oxford Center for Industrial and Applied Mathematics, UK, in 1991, where he got in touch with mathematical finance for the first time. After some years being an assistant professor at the Industrial Mathematics Institute, in 1996, he left university and became managing director of MathConsult GmbH, where he heads also the Computational Finance Group. Andreas has authored two introductory books on mathematical finance and 25 journal articles in the fields of industrial mathematics and of mathematical finance.
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Brook Bookstore On Demand
Napoli, NA, Italy
AbeBooks seller since October 11, 2022
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Brook Bookstore On Demand offers a wide selection of books with a continuously updated catalog and fast shipments all over the world. We hold distribution rights with all of the publishers we promote and are in continuous search of new interesting titles to propose to our customers. We are part of Brandon Group SRL (an Italian company) and all of the orders are shipped from Europe. Depending on availability orders will be picked from our different warehouses.
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