portada A Workout in Computational Finance, with Website (en Inglés)

A Workout in Computational Finance, with Website (en Inglés)

Formato

Libro Físico

Autor

Andreas Binder

Michael Aichinger

Editorial

Wiley

Año

2013

Idioma

Inglés

N° páginas

336

Encuadernación

Tapa Dura

Dimensiones

25.1x17.8x2.4 cm

Peso

0.74 kg.

ISBN

1119971918

ISBN13

9781119971917

Categorías

Gestión financiera de las sociedades

A Workout in Computational Finance, with Website (en Inglés)

Andreas Binder (Autor) · Michael Aichinger (Autor) · Wiley · Tapa Dura

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Reseña del libro "A Workout in Computational Finance, with Website (en Inglés)"

A comprehensive introduction to various numerical methods used in computational finance today Quantitative skills are a prerequisite for anyone working in finance or beginning a career in the field, as well as risk managers. A thorough grounding in numerical methods is necessary, as is the ability to assess their quality, advantages, and limitations. This book offers a thorough introduction to each method, revealing the numerical traps that practitioners frequently fall into. Each method is referenced with practical, real-world examples in the areas of valuation, risk analysis, and calibration of specific financial instruments and models. It features a strong emphasis on robust schemes for the numerical treatment of problems within computational finance. Methods covered include PDE/PIDE using finite differences or finite elements, fast and stable solvers for sparse grid systems, stabilization and regularization techniques for inverse problems resulting from the calibration of financial models to market data, Monte Carlo and Quasi Monte Carlo techniques for simulating high dimensional systems, and local and global optimization tools to solve the minimization problem.