Numerical methods and optimization in finance /

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...

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Bibliographic Details

Main Authors:	Gilli, Manfred, 1942- (Author), Maringer, Dietmar (Author), Schumann, Enrico (Author)
Corporate Author:	ScienceDirect (Online service)
Format:	eBook
Language:	English
Published:	London, United Kingdom : Academic Press, 2019.
Edition:	Second edition.
Subjects:	Financial engineering. Ingénierie financière. Financial engineering Electronic books.
Online Access:	Connect to the full text of this electronic book