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Numerical Methods and Optimization in Finance
Gilli, Manfred (University of Geneva, Geneva School of Economics and Management (GSEM) and Swiss Finance Institute)
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Numerical Methods and Optimization in Finance
Gilli, Manfred (University of Geneva, Geneva School of Economics and Management (GSEM) and Swiss Finance Institute)
Describes computational finance tools. This title covers fundamental numerical analysis and computational techniques, such as option pricing, and gives special attention to simulation and optimization. It shows ways to build and implement tools that help test ideas. It focuses on the application of heuristics.
600 pages, illustrations
Medien | Bücher Gebundenes Buch (Buch mit hartem Rücken und steifem Einband) |
Erscheinungsdatum | 11. Juli 2011 |
ISBN13 | 9780123756626 |
Verlag | Elsevier Science Publishing Co Inc |
Seitenanzahl | 600 |
Maße | 163 × 237 × 26 mm · 929 g |
Sprache | Englisch |