Recent Developments in Computational Finance: Foundations, Algorithms and Applications (BOK)

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 Besides surveys of existing results, the book contains many new previously unpublished results.


Språk Engelsk Engelsk Innbinding Innbundet
Utgitt 2013 Forlag
World Scientific Publishing UK
ISBN 9789814436427 Antall sider 480
Dimensjoner 16,8cm x 24,9cm x 3cm Vekt 953 gram
Leverandør Bertram Trading Ltd Andre medvirkende Peter E. Kloeden, Thomas Gerstner
Emner og form Finance, Applied mathematics