Manfred Gilli & Dietmar Maringer 
Numerical Methods and Optimization in Finance [EPUB ebook] 

Ajutor

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 download

€148.09
Metode de plata
Cumpărați această carte electronică și primiți încă 1 GRATUIT!
Limba Engleză ● Format EPUB ● ISBN 9780128150665 ● Editura Elsevier Science ● Publicat 2019 ● Descărcabil 3 ori ● Valută EUR ● ID 6895631 ● Protecție împotriva copiilor Adobe DRM
Necesită un cititor de ebook capabil de DRM

Mai multe cărți electronice de la același autor (i) / Editor

260.259 Ebooks din această categorie