Numerical methods and optimization in finance

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 1942- (Author), Maringer, Dietmar (Author), Schumann, Enrico (Author)
Format: Book
Language:English
Published: Amsterdam Elsevier/Academic Press 2011
Subjects:
Finance > Mathematical methods
Online Access:Click Here to View Status and Holdings.
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