Special Issue On Computational Methods In Finance
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Special Issue On Computational Methods In Finance
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Author : Matheus Grasselli
language : en
Publisher:
Release Date : 2011
Special Issue On Computational Methods In Finance written by Matheus Grasselli and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with categories.
Special Issue On Computational Methods In Finance
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Author : Martin Schweizer
language : en
Publisher:
Release Date : 2009
Special Issue On Computational Methods In Finance written by Martin Schweizer and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with categories.
Special Issue Computational Methods In Economics And Finance
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Author : Christian Haefke
language : en
Publisher:
Release Date : 2002
Special Issue Computational Methods In Economics And Finance written by Christian Haefke and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with categories.
Special Issue On Statistical And Computational Methods In Finance
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Author :
language : en
Publisher:
Release Date : 2008
Special Issue On Statistical And Computational Methods In Finance written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with categories.
Computational Methods For Risk Management In Economics And Finance
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Author : Marina Resta
language : en
Publisher: MDPI
Release Date : 2020-04-02
Computational Methods For Risk Management In Economics And Finance written by Marina Resta and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-04-02 with Business & Economics categories.
At present, computational methods have received considerable attention in economics and finance as an alternative to conventional analytical and numerical paradigms. This Special Issue brings together both theoretical and application-oriented contributions, with a focus on the use of computational techniques in finance and economics. Examined topics span on issues at the center of the literature debate, with an eye not only on technical and theoretical aspects but also very practical cases.
Special Issue Computational Methods For Financial Engineering
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Author : Nikolaos S. Thomaidis
language : en
Publisher:
Release Date : 2010
Special Issue Computational Methods For Financial Engineering written by Nikolaos S. Thomaidis and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with categories.
Special Double Issue Computational Methods In Economic Dynamics And Finance
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Author : Sean Holly
language : en
Publisher:
Release Date : 2001
Special Double Issue Computational Methods In Economic Dynamics And Finance written by Sean Holly and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with categories.
Handbook Of Computational And Numerical Methods In Finance
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Author : Svetlozar Todorov Rachev
language : en
Publisher: Springer Science & Business Media
Release Date : 2004-06-29
Handbook Of Computational And Numerical Methods In Finance written by Svetlozar Todorov Rachev and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-06-29 with Business & Economics categories.
The subject of numerical methods in finance has recently emerged as a new discipline at the intersection of probability theory, finance, and numerical analysis. The methods employed bridge the gap between financial theory and computational practice, and provide solutions for complex problems that are difficult to solve by traditional analytical methods. Although numerical methods in finance have been studied intensively in recent years, many theoretical and practical financial aspects have yet to be explored. This volume presents current research and survey articles focusing on various numerical methods in finance. Key topics covered include: methodological issues, i.e., genetic algorithms, neural networks, Monte–Carlo methods, finite difference methods, stochastic portfolio optimization, as well as the application of other computational and numerical methods in finance and risk management. The book is designed for the academic community and will also serve professional investors. Contributors: K. Amir-Atefi; Z. Atakhanova; A. Biglova; O.J. Blaskowitz; D. D’Souza; W.K. Härdle; I. Huber; I. Khindanova; A. Kohatsu-Higa; P. Kokoszka; M. Montero; S. Ortobelli; E. Özturkmen; G. Pagès; A. Parfionovas; H. Pham; J. Printems; S. Rachev; B. Racheva-Jotova; F. Schlottmann; P. Schmidt; D. Seese; S. Stoyanov; C.E. Testuri; S. Trück; S. Uryasev; and Z. Zheng.
Handbook Of Computational Finance
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Author : Jin-Chuan Duan
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-10-25
Handbook Of Computational Finance written by Jin-Chuan Duan and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-10-25 with Business & Economics categories.
Any financial asset that is openly traded has a market price. Except for extreme market conditions, market price may be more or less than a “fair” value. Fair value is likely to be some complicated function of the current intrinsic value of tangible or intangible assets underlying the claim and our assessment of the characteristics of the underlying assets with respect to the expected rate of growth, future dividends, volatility, and other relevant market factors. Some of these factors that affect the price can be measured at the time of a transaction with reasonably high accuracy. Most factors, however, relate to expectations about the future and to subjective issues, such as current management, corporate policies and market environment, that could affect the future financial performance of the underlying assets. Models are thus needed to describe the stochastic factors and environment, and their implementations inevitably require computational finance tools.
Computational Methods For Quantitative Finance
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Author : Norbert Hilber
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-02-15
Computational Methods For Quantitative Finance written by Norbert Hilber and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-02-15 with Mathematics categories.
Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. This unified, non-Monte-Carlo computational pricing methodology is capable of handling rather general classes of stochastic market models with jumps, including, in particular, all currently used Lévy and stochastic volatility models. It allows us e.g. to quantify model risk in computed prices on plain vanilla, as well as on various types of exotic contracts. The algorithms are developed in classical Black-Scholes markets, and then extended to market models based on multiscale stochastic volatility, to Lévy, additive and certain classes of Feller processes. This book is intended for graduate students and researchers, as well as for practitioners in the fields of quantitative finance and applied and computational mathematics with a solid background in mathematics, statistics or economics.