Recent Developments in Computational Finance: Foundations, Algorithms and Applications - Couverture rigide

Livre 2 sur 9: Interdisciplinary Mathematical Sciences
 
9789814436427: Recent Developments in Computational Finance: Foundations, Algorithms and Applications
Couverture rigide
ISBN 10 : 9814436429 ISBN 13 : 9789814436427
Editeur : World Scientific Publishing Co Pte Ltd, 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 Besides surveys of existing results, the book contains many new previously unpublished results.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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 Besides surveys of existing results, the book contains many new previously unpublished results.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
World Scientific Publishing Co Pte Ltd
Date d'édition
2013
Langue
anglais
ISBN 10 
9814436429
ISBN 13 
9789814436427
Reliure
Relié
Nombre de pages
480
Éditeur
Kloeden Peter, Gerstner Thomas
Coordonnées du fabricant
non disponible
Personne responsable
non disponible