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Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli

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Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli - Kontoghiorghes, Erricos (Editor), and Rustem, Berc (Editor), and Winker, Peter (Editor)
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Computational models and methods are central to the analysis of economic and financial decisions. Simulation and optimisation are widely used as tools of analysis, modelling and testing. The focus of this book is the development of computational methods and analytical models in financial engineering that rely on computation. The book contains eighteen chapters written by leading researchers in the area on portfolio optimization and option pricing; estimation and classification; banking; risk and macroeconomic modelling. It ...

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Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli 2010, Springer-Verlag Berlin and Heidelberg GmbH & Co. K, Berlin

ISBN-13: 9783642096778

Paperback

Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli 2008, Springer, Berlin, Heidelberg

ISBN-13: 9783540779575

2008 edition

Hardcover