The Resource Numerical Methods and Optimization in Finance, Gilli, Manfred

Numerical Methods and Optimization in Finance, Gilli, Manfred

Label
Numerical Methods and Optimization in Finance
Title
Numerical Methods and Optimization in Finance
Statement of responsibility
Gilli, Manfred
Creator
Contributor
Author
Subject
Genre
Language
  • eng
  • eng
Summary
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
http://library.link/vocab/creatorName
Gilli, Manfred
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
  • Maringer, Dietmar
  • Schumann, Enrico
  • O'Reilly Media Company
Label
Numerical Methods and Optimization in Finance, Gilli, Manfred
Link
https://databases.mvlc.org/connect/oreilly?ID=9780123756626
Instantiates
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Dimensions
unknown
Edition
1st edition
Extent
1 online resource (600 pages)
Form of item
online
Issuing body
Made available through: O'Reilly Media Company.
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
(CaSebORM)9780123756626
System details
Mode of access: World Wide Web
Label
Numerical Methods and Optimization in Finance, Gilli, Manfred
Link
https://databases.mvlc.org/connect/oreilly?ID=9780123756626
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Dimensions
unknown
Edition
1st edition
Extent
1 online resource (600 pages)
Form of item
online
Issuing body
Made available through: O'Reilly Media Company.
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
(CaSebORM)9780123756626
System details
Mode of access: World Wide Web

Library Locations

    • Merrimack Valley Library ConsortiumBorrow it
      4 High Street, Suite 175, North Andover, MA, 01845, US
      42.7009413 -71.1255084
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