Numerical methods and optimization in finance
Auteur :
Gilli, Manfred
Éditeur :
Gilli, ManfredMaringer, Dietmar,Schumann, Enrico,
ISBN :
9780123756626
Date de publication :
11 juil. 2011
Dimensions :
23,4 x 15,6 x 2,8 cm
Poids :
910 g
Langue :
Anglais
Pays d'origine :
USA
Describes computational finance tools. This title covers fundamental numerical analysis and computational techniques, such as option pricing, and gives special attention to simulation and optimization. It shows ways to build and implement tools that help test ideas. It focuses on the application of heuristics.