| 书目名称 | Handbook of Computational and Numerical Methods in Finance | | 编辑 | Svetlozar T. Rachev | | 视频video | | | 概述 | Presents current research and survey articles focusing on various computational and numerical methods in finance.Designed for the academic community and will also serve professional investors | | 图书封面 |  | | 描述 | Numerical Methods in Finance have recently emerged as a new discipline at the intersection of probability theory, finance and numerical analysis. They bridge the gap between financial theory and computational practice and provide solutions to problems where analytical methods are often non-applicable. Numerical methods are more and more used in several topics of financial analy sis: computation of complex derivatives; market, credit and operational risk assess ment, asset liability management, optimal portfolio theory, financial econometrics and others. Although numerical methods in finance have been studied intensively in recent years, many theoretical and practical financial aspects have yet to be explored. This volume presents current research focusing on various numerical methods in finance. The contributions cover methodological issues. Genetic Algorithms, Neural Net works, Monte-Carlo methods, Finite Difference Methods, Stochastic Portfolio Opti mization as well as the application of other numerical methods in finance and risk management. As editor, I am grateful to the contributors for their fruitful collaboration. I would particularly like to thankStefan Trueck and Carl | | 出版日期 | Book 2004 | | 关键词 | Probability theory; algorithms; calculus; ksa; numerical analysis; optimization; quantitative finance | | 版次 | 1 | | doi | https://doi.org/10.1007/978-0-8176-8180-7 | | isbn_softcover | 978-1-4612-6476-7 | | isbn_ebook | 978-0-8176-8180-7 | | copyright | Birkhäser Boston 2004 |
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发表于 2025-3-21 19:58:17
