Numerical Methods and Optimization in Finance Numerical Methods and Optimization in Finance

Numerical Methods and Optimization in Finance

Manfred Gilli and Others
    • $154.99
    • $154.99

Publisher Description

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.



- Introduces numerical methods to readers with economics backgrounds

- Emphasizes core simulation and optimization problems

- Includes MATLAB and R code for all applications, with sample code in the text and freely available for download

GENRE
Business & Personal Finance
RELEASED
2019
August 16
LANGUAGE
EN
English
LENGTH
638
Pages
PUBLISHER
Academic Press
SELLER
Elsevier Ltd.
SIZE
194.5
MB
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