Numerical Methods and Optimization in Finance
eBook - ePub

Numerical Methods and Optimization in Finance

Manfred Gilli, Dietmar Maringer, Enrico Schumann

Share book
  1. 600 pages
  2. English
  3. ePUB (mobile friendly)
  4. Available on iOS & Android
eBook - ePub

Numerical Methods and Optimization in Finance

Manfred Gilli, Dietmar Maringer, Enrico Schumann

Book details
Table of contents
Citations

About This Book

This book describes computational finance tools. It covers fundamental numerical analysis and computational techniques, such as option pricing, and gives special attention to simulation and optimization. Many chapters are organized as case studies around portfolio insurance and risk estimation problems. In particular, several chapters explain optimization heuristics and how to use them for portfolio selection and in calibration of estimation and option pricing models. Such practical examples allow readers to learn the steps for solving specific problems and apply these steps to others. At the same time, the applications are relevant enough to make the book a useful reference. Matlab and R sample code is provided in the text and can be downloaded from the book's website.

  • Shows ways to build and implement tools that help test ideas
  • Focuses on the application of heuristics; standard methods receive limited attention
  • Presents as separate chapters problems from portfolio optimization, estimation of econometric models, and calibration of option pricing models

Frequently asked questions

How do I cancel my subscription?
Simply head over to the account section in settings and click on “Cancel Subscription” - it’s as simple as that. After you cancel, your membership will stay active for the remainder of the time you’ve paid for. Learn more here.
Can/how do I download books?
At the moment all of our mobile-responsive ePub books are available to download via the app. Most of our PDFs are also available to download and we're working on making the final remaining ones downloadable now. Learn more here.
What is the difference between the pricing plans?
Both plans give you full access to the library and all of Perlego’s features. The only differences are the price and subscription period: With the annual plan you’ll save around 30% compared to 12 months on the monthly plan.
What is Perlego?
We are an online textbook subscription service, where you can get access to an entire online library for less than the price of a single book per month. With over 1 million books across 1000+ topics, we’ve got you covered! Learn more here.
Do you support text-to-speech?
Look out for the read-aloud symbol on your next book to see if you can listen to it. The read-aloud tool reads text aloud for you, highlighting the text as it is being read. You can pause it, speed it up and slow it down. Learn more here.
Is Numerical Methods and Optimization in Finance an online PDF/ePUB?
Yes, you can access Numerical Methods and Optimization in Finance by Manfred Gilli, Dietmar Maringer, Enrico Schumann in PDF and/or ePUB format, as well as other popular books in Business & Finance. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Academic Press
Year
2011
ISBN
9780123756633
Topic
Business
Subtopic
Finance
Index
Business

Table of contents