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 Author: Gilli, Manfred, 1942-
Corporate Author: ScienceDirect (Online service)
Other Authors: Maringer, Dietmar, Schumann, Enrico
Format: eBook
Language:English
Published: Waltham : Academic Press, 2011.
Subjects:
Online Access:Connect to the full text of this electronic book