Numerical Methods and Optimization in Finance

Gilli, Manfred and Maringer, Dietmar and Schumann, Enrico. (2019) Numerical Methods and Optimization in Finance. London.

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Official URL: https://edoc.unibas.ch/73807/

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Computationally-intensive tools play an increasingly important role in financial decisions. Many financial problems-ranging from asset allocation to risk management and from option pricing to model calibration-can be efficiently handled using modern computational techniques. Numerical Methods and Optimization in Finance presents such computational techniques, with an emphasis on simulation and optimization, particularly so-called heuristics. This book treats quantitative analysis as an essentially computational discipline in which applications are put into software form and tested empirically. This revised edition includes two new chapters, a self-contained tutorial on implementing and using heuristics, and an explanation of software used for testing portfolio-selection models. Postgraduate students, researchers in programs on quantitative and computational finance, and practitioners in banks and other financial companies can benefit from this second edition of Numerical Methods and Optimization in Finance.
Faculties and Departments:06 Faculty of Business and Economics > Departement Wirtschaftswissenschaften > Professuren Wirtschaftswissenschaften > Computational Economics and Finance (Maringer)
UniBasel Contributors:Maringer, Dietmar and Schumann, Enrico
Item Type:Book
Book Subtype:Authored Book
Publisher:Academic Press, Elsevier
Note:Publication type according to Uni Basel Research Database: Authored book
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Last Modified:26 Mar 2021 06:42
Deposited On:30 Nov 2020 14:49

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