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Computational Methods in Financial Engineering

Essays in Honour of Manfred Gilli

Language EnglishEnglish
Book Hardback
Book Computational Methods in Financial Engineering Erricos Kontoghiorghes
Libristo code: 01569874
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, March 2008
This book examines computational methods and analytical models in financial engineering that rely on... Full description
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This book examines computational methods and analytical models in financial engineering that rely on computation. It features the work of leading researchers in portfolio optimization and option pricing; banking; risk and macroeconomic modeling.

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About the book

Full name Computational Methods in Financial Engineering
Author Erricos Kontoghiorghes, Berç Rüstem, Peter Winker
Language English
Binding Book - Hardback
Date of issue 2008
Number of pages 425
EAN 9783540779575
ISBN 3540779574
Libristo code 01569874
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Weight 822
Dimensions 155 x 235 x 29

Categories

Economics, Finance, Business & Management > Economics > Macroeconomics > Monetary economics
Economics, Finance, Business & Management > Finance & accounting > Finance > Public finance & taxation
Mathematics & Science > Mathematics > Probability & statistics
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