Numerical Methods and Optimization in Finance (Paperback, 2nd edition)

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.

General

Imprint:	Academic Press Inc
Country of origin:	United States
Release date:	August 2019
First published:	2019
Authors:	Manfred Gilli • Dietmar Maringer • Enrico Schumann
Dimensions:	235 x 191mm (L x W)
Format:	Paperback
Pages:	638
Edition:	2nd edition
ISBN-13:	978-0-12-815065-8
Categories:	Books > Business & Economics > Economics > Econometrics > General Books > Business & Economics > Finance & accounting > Finance > General Books > Science & Mathematics > Mathematics > Optimization > General Books > Money & Finance > General Promotions
LSN:	0-12-815065-3
Barcode:	9780128150658

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