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portada Recent Developments in Computational Finance: Foundations, Algorithms and Applications
Type
Physical Book
Publisher
Author
Year
2012
Language
English
Pages
480
Format
Hardcover
Dimensions
24.9 x 16.8 x 3.0 cm
Weight
0.95 kg.
ISBN
9814436429
ISBN13
9789814436427
Categories

Recent Developments in Computational Finance: Foundations, Algorithms and Applications

Kloeden, Peter ; Gerstner, Thomas (Author) · World Scientific Publishing Company · Hardcover

Recent Developments in Computational Finance: Foundations, Algorithms and Applications - Kloeden, Peter ; Gerstner, Thomas

New Book Imported to South Africa
Delivery: 16 Jul - 10 Aug Shipping: 5 to 6 business days.
R 4,271
R 4,271

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Synopsis "Recent Developments in Computational Finance: Foundations, Algorithms and Applications"

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 Besides surveys of existing results, the book contains many new previously unpublished results.

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