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 Besides surveys of existing results, the book contains many new previously unpublished results.
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Language English ● Format EPUB ● Pages 480 ● ISBN 9789814436441 ● File size 8.9 MB ● Editor Peter Kloeden & Thomas Gerstner ● Publisher World Scientific Publishing Company ● City Singapore ● Country SG ● Published 2012 ● Downloadable 24 months ● Currency EUR ● ID 2885072 ● Copy protection Adobe DRM
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