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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| Main Authors: | , , |
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| Format: | Book |
| Language: | English |
| Published: |
Amsterdam
Elsevier/Academic Press
2011
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| Subjects: | |
| Online Access: | Click Here to View Status and Holdings. |
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Optimization methods in finance