‏739.00 ₪

Numerical Methods and Optimization in Finance

‏739.00 ₪
ISBN13
9780128150658
יצא לאור ב
San Diego
מהדורה
2nd edition
זמן אספקה
במלאי, (זמן אספקה 5 ימי עסקים)
עמודים
660
פורמט
Paperback / softback
תאריך יציאה לאור
16 באוג׳ 2019
מחליף את פריט
9781493301188
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 Optimization in Finance presents such computational techniques, with an emphasis on simulation and optimization, particularly so-called heuristics. This book treats quantitative analysis as an essentially computational discipline in which applications are put into software form and tested empirically. This revised edition includes two new chapters, a self-contained tutorial on implementing and using heuristics, and an explanation of software used for testing portfolio-selection models. Postgraduate students, researchers in programs on quantitative and computational finance, and practitioners in banks and other financial companies can benefit from this second edition of Numerical Methods and Optimization in Finance.
מידע נוסף
מהדורה 2nd edition
עמודים 660
מחליף את פריט 9781493301188
פורמט Paperback / softback
ISBN10 0128150653
יצא לאור ב San Diego
תאריך יציאה לאור 16 באוג׳ 2019
תוכן עניינים 1. Introduction I. Fundamentals 2. Numerical Analysis in a Nutshell 3. Linear Equations and Least Squares Problems 4. Finite Difference Methods 5. Binomial Trees II. Simulation 6. Generating Random Numbers 7. Modeling Dependencies 8. A Gentle Introduction to Financial Simulation 9. Financial Simulation at Work: Some Case Studies III. Optimization 10. Optimization Problems in Finance 11. Basic Methods 12. Heuristic Methods in a Nutshell 13.: Heuristic Methods: A Tutorial 14. Portfolio Optimization 15. Backtesting Investment Strategies 16. Econometric Models 17. Calibrating Option Pricing Models
זמן אספקה במלאי, (זמן אספקה 5 ימי עסקים)