大葉大學圖書館 |

登入

回首頁 到查詢結果 [ subject:"Financial engineering." ]

Numerical methods and optimization i...

Gilli, Manfred, (1942-)

Numerical methods and optimization in finance[electronic resource] /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	624.068/1
書名/作者:	Numerical methods and optimization in finance/ Manfred Gilli, Dietmar Maringer, Enrico Schumann.
作者:	Gilli, Manfred,
其他作者:	Maringer, Dietmar.
出版者:	Waltham : : Academic Press,, 2011.
面頁冊數:	1 online resource (xv, 584 p.)
標題:	Financial engineering.
ISBN:	9780123756626 (electronic bk.)
ISBN:	0123756626 (electronic bk.)
ISBN:	9786613163950
ISBN:	6613163953
書目註:	Includes bibliographical references and index.
內容註:	Fundamentals -- Simulation -- Optimization.
摘要、提要註:	This book describes computational finance tools. It covers fundamental numerical analysis and computational techniques, such as option pricing, and gives special attention to simulation and optimization. Many chapters are organized as case studies around portfolio insurance and risk estimation problems. In particular, several chapters explain optimization heuristics and how to use them for portfolio selection and in calibration of estimation and option pricing models. Such practical examples allow readers to learn the steps for solving specific problems and apply these steps to others. At the same time, the applications are relevant enough to make the book a useful reference. Matlab and R sample code is provided in the text and can be downloaded from the book's website. Shows ways to build and implement tools that help test ideas. Focuses on the application of heuristics; standard methods receive limited attention. Presents as separate chapters problems from portfolio optimization, estimation of econometric models, and calibration of option pricing models.
電子資源:	http://www.sciencedirect.com/science/book/9780123756626

Numerical methods and optimization in finance[electronic resource] /
Gilli, Manfred,1942-

Numerical methods and optimization in finance[electronic resource] /Manfred Gilli, Dietmar Maringer, Enrico Schumann. - Waltham :Academic Press,2011. - 1 online resource (xv, 584 p.)

Includes bibliographical references and index.

Fundamentals -- Simulation -- Optimization.

This book describes computational finance tools. It covers fundamental numerical analysis and computational techniques, such as option pricing, and gives special attention to simulation and optimization. Many chapters are organized as case studies around portfolio insurance and risk estimation problems. In particular, several chapters explain optimization heuristics and how to use them for portfolio selection and in calibration of estimation and option pricing models. Such practical examples allow readers to learn the steps for solving specific problems and apply these steps to others. At the same time, the applications are relevant enough to make the book a useful reference. Matlab and R sample code is provided in the text and can be downloaded from the book's website. Shows ways to build and implement tools that help test ideas. Focuses on the application of heuristics; standard methods receive limited attention. Presents as separate chapters problems from portfolio optimization, estimation of econometric models, and calibration of option pricing models.

ISBN: 9780123756626 (electronic bk.)

Source: CL0500000143Safari Books OnlineSubjects--Topical Terms:

339966
Financial engineering.
Index Terms--Genre/Form:

443535
Electronic resource.

LC Class. No.: HG176.7 / .G55 2011

Dewey Class. No.: 624.068/1

Numerical methods and optimization in finance[electronic resource] /
LDR:02462cam 2200349Mi 4500 001 370737
005 20120813080456.0
006 m d
007 cr un|---uuuuu
008 121228s2011 mau ob 001 0 eng d
019 $a 795224970
020 $a 9780123756626 (electronic bk.)
020 $a 0123756626 (electronic bk.)
020 $a 9786613163950
020 $a 6613163953
029 1 $a NZ1 $b 13932312
029 1 $a DEBBG $b BV039829890
035 $a ocn742299004
037 $a CL0500000143 $b Safari Books Online
040 $a IDEBK $b eng $c IDEBK $d OPELS $d E7B $d REDDC $d OCLCQ $d UMI
049 $a NTYA
050 4 $a HG176.7 $b .G55 2011
082 0 4 $a 624.068/1 $2 23
100 1 $a Gilli, Manfred, $d 1942- $3 486664
245 1 0 $a Numerical methods and optimization in finance $h [electronic resource] / $c Manfred Gilli, Dietmar Maringer, Enrico Schumann.
260 $a Waltham : $b Academic Press, $c 2011.
300 $a 1 online resource (xv, 584 p.)
504 $a Includes bibliographical references and index.
505 0 $a Fundamentals -- Simulation -- Optimization.
520 $a This book describes computational finance tools. It covers fundamental numerical analysis and computational techniques, such as option pricing, and gives special attention to simulation and optimization. Many chapters are organized as case studies around portfolio insurance and risk estimation problems. In particular, several chapters explain optimization heuristics and how to use them for portfolio selection and in calibration of estimation and option pricing models. Such practical examples allow readers to learn the steps for solving specific problems and apply these steps to others. At the same time, the applications are relevant enough to make the book a useful reference. Matlab and R sample code is provided in the text and can be downloaded from the book's website. Shows ways to build and implement tools that help test ideas. Focuses on the application of heuristics; standard methods receive limited attention. Presents as separate chapters problems from portfolio optimization, estimation of econometric models, and calibration of option pricing models.
650 0 $a Financial engineering. $3 339966
655 4 $a Electronic resource. $3 443535
655 0 $a Electronic books. $2 local $3 336502
700 1 $a Maringer, Dietmar. $3 486665
700 1 $a Schumann, Enrico. $3 486666
776 0 8 $i Print version: $a Gilli, Manfred, 1942- $t Numerical methods and optimization in finance. $d Amsterdam ; Boston : Elsevier/Academic Press, 2011 $z 9780123756626 $w (DLC) 2011284531 $w (OCoLC)749902408
856 4 0 $3 ScienceDirect $u http://www.sciencedirect.com/science/book/9780123756626
938 $a Ingram Digital eBook Collection $b IDEB $n 316395
938 $a ebrary $b EBRY $n ebr10483426

筆 0 讀者評論

多媒體

多媒體檔案
http://www.sciencedirect.com/science/book/9780123756626

評論

新增評論分享你的心得

Export

取書館別