𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Method of Dynamic and Nonsmooth Optimization || Front Matter

✍ Scribed by Clarke, Frank H.


Book ID
125842941
Publisher
Society for Industrial and Applied Mathematics
Year
1989
Weight
186 KB
Volume
10.1137/1.9781611970142
Category
Article
ISBN
1611970148

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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 probl