๐”– Scriptorium
โœฆ   LIBER   โœฆ
๐Ÿ“

Recent Developments in Computational Finance: Foundations, Algorithms and Applications

โœ Scribed by Thomas Gerstner, Thomas Gerstner, Peter Kloede

Publisher
World Scientific Publishing Company
Year
2013
Tongue
English
Leaves
481
Series
Interdisciplinary Mathematical Sciences 14
Category
Library
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โœฆ Synopsis

Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys of recent developments in the field written by leading international experts. These make the subject accessible to a wide readership in academia and financial businesses.

The book consists of 13 chapters divided into 3 parts: foundations, algorithms and applications. Besides surveys of existing results, the book contains many new previously unpublished results.

Readership: Graduate students and researchers in finance, engineering and operations research.

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