Econometrics

Numerical Methods and Optimization in Finance

Name: Numerical Methods and Optimization in Finance
Brand: Academic Press
SKU: 9780128150658
Price: 16575.00 INR
Availability: InStock
ISBN: 9780128150658

Contributor(s): Gilli, Manfred Author , Maringer, Dietmar Author , Schumann, Enrico Author Format: Paperback

Paperback · ISBN 9780128150658

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Key Specifications

ISBN	9780128150658
Publisher	Academic Press
Publication date	August 2019
Language	English
MRP	£118.00 GBP
Page count	640
Item weight	322 g

Computationally-intensive tools play an increasingly important role in financial decisions. Many financial problems--ranging from asset allocation to risk management and from option pricing to model calibration--can be efficiently handled using modern computational techniques. Numerical Methods and Optimization in Finance presents such computational techniques, with an emphasis on simulation and optimization, particularly so-called heuristics. This book treats quantitative analysis as an essentially computational discipline in which applications are put into software form and tested empirically.

This revised edition includes two new chapters, a self-contained tutorial on implementing and using heuristics, and an explanation of software used for testing portfolio-selection models. Postgraduate students, researchers in programs on quantitative and computational finance, and practitioners in banks and other financial companies can benefit from this second edition of Numerical Methods and Optimization in Finance.

Numerical Methods and Optimization in Finance

Key Specifications

Gilli, Manfred Author

Maringer, Dietmar Author

Schumann, Enrico Author

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