Numerical Methods and Optimization in Finance /

This book describes computational finance tools. It covers fundamental numerical analysis and computational techniques, such as option pricing, and gives special attention to simulation and optimization. Many chapters are organized as case studies around portfolio insurance and risk estimation probl...

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Bibliographic Details
Main Authors: Gilli, Manfred (Author), Maringer, Dietmar (Author), Schumann, Enrico (Author)
Corporate Author: Safari, an O'Reilly Media Company
Format: eBook
Language:English
Published: Academic Press, 2011.
Edition:1st edition.
Subjects:
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