Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli - Couverture souple

 
9783642096778: Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli

Synopsis

Computational models and methods are central to the analysis of economic and financial decisions. Simulation and optimisation are widely used as tools of analysis, modelling and testing. The focus of this book is the development of computational methods and analytical models in financial engineering that rely on computation. The book contains eighteen chapters written by leading researchers in the area on portfolio optimization and option pricing; estimation and classification; banking; risk and macroeconomic modelling. It explores and brings together current research tools and will be of interest to researchers, analysts and practitioners in policy and investment decisions in economics and finance.

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Présentation de l'éditeur

This book examines computational methods and analytical models in financial engineering that rely on computation. It features the work of leading researchers in portfolio optimization and option pricing; banking; risk and macroeconomic modeling.

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Autres éditions populaires du même titre

9783540779575: Computational Methods in Financial Engineering

Edition présentée

ISBN 10 :  3540779574 ISBN 13 :  9783540779575
Editeur : Springer-Verlag Berlin and Heide..., 2008
Couverture rigide