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Novel Methods in Computational Finance (Paperback, Softcover reprint of the original 1st ed. 2017)
Loot Price: R6,662
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Novel Methods in Computational Finance (Paperback, Softcover reprint of the original 1st ed. 2017)
Series: Mathematics in Industry, 25
Expected to ship within 10 - 15 working days
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This book discusses the state-of-the-art and open problems in
computational finance. It presents a collection of research
outcomes and reviews of the work from the STRIKE project, an FP7
Marie Curie Initial Training Network (ITN) project in which
academic partners trained early-stage researchers in close
cooperation with a broader range of associated partners, including
from the private sector. The aim of the project was to arrive at a
deeper understanding of complex (mostly nonlinear) financial models
and to develop effective and robust numerical schemes for solving
linear and nonlinear problems arising from the mathematical theory
of pricing financial derivatives and related financial products.
This was accomplished by means of financial modelling, mathematical
analysis and numerical simulations, optimal control techniques and
validation of models. In recent years the computational complexity
of mathematical models employed in financial mathematics has
witnessed tremendous growth. Advanced numerical techniques are now
essential to the majority of present-day applications in the
financial industry. Special attention is devoted to a uniform
methodology for both testing the latest achievements and
simultaneously educating young PhD students. Most of the
mathematical codes are linked into a novel computational finance
toolbox, which is provided in MATLAB and PYTHON with an open access
license. The book offers a valuable guide for researchers in
computational finance and related areas, e.g. energy markets, with
an interest in industrial mathematics.
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