Numerical Methods and Optimization in Finance - Gilli, Manfred (University of Geneva, Geneva School of Economics and Management (GSEM) and Swiss Finance Institute) - Books - Elsevier Science Publishing Co Inc - 9780123756626 - July 11, 2011
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Gilli, Manfred (University of Geneva, Geneva School of Economics and Management (GSEM) and Swiss Finance Institute)
Numerical Methods and Optimization in Finance

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Describes computational finance tools. This title covers fundamental numerical analysis and computational techniques, such as option pricing, and gives special attention to simulation and optimization. It shows ways to build and implement tools that help test ideas. It focuses on the application of heuristics.

600 pages, illustrations

Media Books     Hardcover Book   (Book with hard spine and cover)
Released July 11, 2011
ISBN13 9780123756626
Publishers Elsevier Science Publishing Co Inc
Pages 600
Dimensions 163 × 237 × 26 mm   ·   929 g
Language English  

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