Optimization Methods in Mathematical Finance

[IFIP Advances in Information and Commun

[IFIP Advances in Information and Communication Technology] System Modeling and Optimization Volume 312 || Problems of Mathematical Finance by Stochastic Control Methods

✍ Korytowski, Adam; Malanowski, Kazimierz; Mitkowski, Wojciech; Szymkat, Maciej 📂 Article 📅 2009 🏛 Springer Berlin Heidelberg ⚖ 256 KB

Numerical Methods and Optimization in Fi

Numerical Methods and Optimization in Finance || Optimization Problems in Finance

✍ Gilli, Manfred 📂 Article 📅 2011 🏛 Elsevier 🌐 English ⚖ 1012 KB

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

Mathematical Methods for Finance (Tools

Mathematical Methods for Finance (Tools for Asset and Risk Management) || Optimization

✍ Focardi, Sergio M.; Fabozzi, Frank J.; Bali, Turan G. 📂 Article 📅 2013 🏛 John Wiley & Sons, Inc. ⚖ 209 KB

[Springer Finance] Computational Methods

[Springer Finance] Computational Methods for Quantitative Finance || Notions of Mathematical Finance

✍ Hilber, Norbert; Reichmann, Oleg; Schwab, Christoph; Winter, Christoph 📂 Article 📅 2013 🏛 Springer Berlin Heidelberg 🌐 German ⚖ 182 KB

Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. This unified, non-Monte-C

Numerical Methods and Optimization in Fi

Numerical Methods and Optimization in Finance || Introduction

✍ Gilli, Manfred 📂 Article 📅 2011 🏛 Elsevier 🌐 English ⚖ 612 KB

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

Numerical Methods and Optimization in Fi

Numerical Methods and Optimization in Finance || Finite Difference Methods

✍ Gilli, Manfred 📂 Article 📅 2011 🏛 Elsevier 🌐 English ⚖ 559 KB

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