𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Risk management and optimization in finance

✍ Scribed by Pavlo Krokhmal; R. Tyrrell Rockafellar; Stan Uryasev


Book ID
116614639
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
47 KB
Volume
30
Category
Article
ISSN
0378-4266

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Numerical Methods and Optimization in Fi
✍ 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