Description: Numerical Methods and Optimization in Finance, Paperback by Gilli, Manfred; Maringer, Dietmar; Schumann, Enrico, ISBN 0128150653, ISBN-13 9780128150658, Like New Used, Free P&P in the UK
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.
- Introduces numerical methods to readers with economics backgrounds
- Emphasizes core simulation and optimization problems
- Includes MATLAB and R code for all applications, with sample code in the text and freely available for
Price: 150.72 GBP
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Book Title: Numerical Methods and Optimization in Finance
Item Height: 235 mm
Item Width: 191 mm
Author: Manfred Gilli, Enrico Schumann, Dietmar Maringer
Publication Name: Numerical Methods and Optimization in Finance
Format: Paperback
Language: English
Publisher: Elsevier Science Publishing Co INC International Concepts
Subject: Economics, Finance, Mathematics
Publication Year: 2019
Type: Textbook
Item Weight: 1700 g
Number of Pages: 638 Pages
