By Thomas Gerstner, Peter Kloeden
Computational finance is an interdisciplinary box which joins monetary arithmetic, stochastics, numerics and medical computing. Its job is to estimate as competently and successfully as attainable the dangers that monetary tools generate. This quantity involves a sequence of state of the art surveys of modern advancements within the box written by way of best foreign specialists. those make the topic available to a large readership in academia and monetary companies. The ebook contains thirteen chapters divided into three components: foundations, algorithms and purposes. in addition to surveys of current effects, the ebook includes many new formerly unpublished effects.
Read or Download Recent Developments In Computational Finance: Foundations, Algorithms And Applications (Volume 14) PDF
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