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Recent Developments in Computational Finance : Foundations, Algorithms and Applications. コンピュテーショナル・ファイナンスの最近の展開 －基礎、アルゴリズム、応用－
・ISBN 978-981-4436-42-7 2013 hard US$ 173.00
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お気に入り
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-981-4436-43-4
| 著者・編者 | Gerstner, Thomas / Kloeden, P. (eds.), |
|---|---|
| シリーズ | Interdisciplinary Mathematical Sciences |
| 出版社 | (World Scientific, SI) |
| ページ数 | 472 pp. |
| 言語 | ENG |
| ニュース番号 | ＜603-523＞ |
解説
Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys of recent developments in the field written by leading international experts. These make the subject accessible to a wide readership in academia and financial businesses.The book consists of 13 chapters divided into 3 parts: foundations, algorithms and applications. Besides surveys of existing results, the book contains many new previously unpublished results.