Numerical methods and optimization in finance. (2019)

• Record Type: Book
• Further Information: Note: Manfred Gilli, Dietmar Maringer, Enrico Schumann.
• Authors: Gilli, Manfred, 1942-; Maringer, Dietmar; Schumann, Enrico
• Contents: 1. Introduction I. Fundamentals 2. Numerical Analysis in a Nutshell 3. Linear Equations and Least Squares Problems 4. Finite Difference Methods 5. Binomial Trees II. Simulation 6. Generating Random Numbers 7. Modeling Dependencies 8. A Gentle Introduction to Financial Simulation 9. Financial Simulation at Work: Some Case Studies III. Optimization 10. Optimization Problems in Finance 11. Basic Methods 12. Heuristic Methods in a Nutshell 13.: Heuristic Methods: A Tutorial 14. Portfolio Optimization 15. Backtesting Investment Strategies 16. Econometric Models 17. Calibrating Option Pricing Models
• Edition: Second edition
• Publisher Details: Amsterdam : Academic Press
• Publication Date: 2019
• Extent: 1 online resource
• Subjects: 332.0151; Finance -- Mathematical models; Mathematical optimization
• Languages: English
• ISBNs: 9780128150665
• Related ISBNs: 9780128150658
• Notes: Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.