Computational Methods in Financial Engineering
Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli Erricos J. Kontoghiorghes (Editor), Berc Rustem (Editor), Peter Winker (Editor)
Publisher: Springer
ISBN: 3540779574
DDC: 332.632283
Edition: Hardcover; 2008-04-07
Summary:
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.
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