9780128150658-0128150653-Numerical Methods and Optimization in Finance

Numerical Methods and Optimization in Finance

ISBN-13: 9780128150658
ISBN-10: 0128150653
Edition: 2
Author: Gilli, Manfred, Maringer, Dietmar, Schumann BA in Economics and Law.<br><br>MSC in Economics.<br><br>Ph.D. in Econometrics., Enrico
Publication date: 2019
Publisher: Academic Press
Format: Paperback 638 pages
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Book details

ISBN-13: 9780128150658
ISBN-10: 0128150653
Edition: 2
Author: Gilli, Manfred, Maringer, Dietmar, Schumann BA in Economics and Law.<br><br>MSC in Economics.<br><br>Ph.D. in Econometrics., Enrico
Publication date: 2019
Publisher: Academic Press
Format: Paperback 638 pages

Summary

Acknowledged authors Gilli, Manfred, Maringer, Dietmar, Schumann BA in Economics and Law.<br><br>MSC in Economics.<br><br>Ph.D. in Econometrics., Enrico wrote Numerical Methods and Optimization in Finance comprising 638 pages back in 2019. Textbook and eTextbook are published under ISBN 0128150653 and 9780128150658. Since then Numerical Methods and Optimization in Finance textbook was available to sell back to BooksRun online for the top buyback price or rent at the marketplace.

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.

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