Recent Developments in Computational Finance: Foundations, Algorithms and Applications

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 Besides surveys of existing results, the book contains many new previously unpublished results.

Product details

• Authors: Gerstner Thomas
• Assisted by: Thomas Gerstner (Editor), Peter Kloeden (Editor)
• Publisher: World Scientific Publishing Company
• Languages: English
• Product format: Hardback
• Released: 22.01.2013
• EAN: 9789814436427
• ISBN: 978-981-4436-42-7
• No. of pages: 480
• Dimensions: 168 mm x 249 mm x 30 mm
• Weight: 953 g
• Series: Interdisciplinary Mathematical
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Analysis; Social sciences, law, business > Business > General, dictionaries