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Recent Developments In Computational Finance: Foundations, Algorithms And Applications

Inbunden, Engelska, 2013

AvGERSTNER THOMAS,Peter Kloeden,Thomas Gerstner,Germany) Kloeden, Peter (Univ Of Tuebingen,Germany) Gerstner, Thomas (Goethe Univ Frankfurt

3 269 kr

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 Besides surveys of existing results, the book contains many new previously unpublished results.

Produktinformation

  • Utgivningsdatum2013-01-22
  • Mått168 x 249 x 30 mm
  • Vikt953 g
  • FormatInbunden
  • SpråkEngelska
  • SerieInterdisciplinary Mathematical Sciences
  • Antal sidor480
  • FörlagWorld Scientific Publishing Co Pte Ltd
  • ISBN9789814436427
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