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Computational Methods in Financial Engineering

Computational Methods in Financial Engineering Essays in Honour of Manfred Gilli

Softcover reprint of hardcover 1st ed. 2008

Paperback (10 Nov 2010)

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Publisher's Synopsis

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.

Book information

ISBN: 9783642096778
Publisher: Springer Berlin Heidelberg
Imprint: Springer
Pub date:
Edition: Softcover reprint of hardcover 1st ed. 2008
DEWEY: 332.0151964
DEWEY edition: 23
Language: English
Number of pages: 425
Weight: 670g
Height: 234mm
Width: 156mm
Spine width: 22mm