Business & Economics Books:

Computational Methods in Financial Engineering

Essays in Honour of Manfred Gilli

Format

Hardback

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Computational Methods in Financial Engineering
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Description

Computational models and methods are central to the analysis of economic and financial decisions. Simulation and optimisation are widely used as tools of analysis, modelling and testing. The focus of this book is the development of computational methods and analytical models in financial engineering that rely on computation. The book contains eighteen chapters written by leading researchers in the area on portfolio optimization and option pricing; estimation and classification; banking; risk and macroeconomic modelling. It explores and brings together current research tools and will be of interest to researchers, analysts and practitioners in policy and investment decisions in economics and finance.
Release date Australia
March 3rd, 2008
Contributors
Edited by Berc Rustem Edited by Erricos John Kontoghiorghes Edited by Peter Winker
Country of Publication
Germany
Edition
2008 ed.
Illustrations
71 Tables, black and white; 88 Illustrations, black and white; XIV, 425 p. 88 illus.
Imprint
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Pages
425
Dimensions
156x234x25
ISBN-13
9783540779575
Product ID
2496316

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