東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

Novel methods in computational finance

Ehrhardt, Matthias.

Linked to FindBook

Google Book

Amazon

博客來

Novel methods in computational finance

Record Type:	Electronic resources : Monograph/item
Title/Author:	Novel methods in computational finance/ edited by Matthias Ehrhardt, Michael Gunther, E. Jan W. ter Maten.
other author:	Ehrhardt, Matthias.
Published:	Cham :Springer International Publishing : : 2017.,
Description:	xviii, 606 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
Subject:	Financial engineering. -
Online resource:	http://dx.doi.org/10.1007/978-3-319-61282-9
ISBN:	9783319612829

Novel methods in computational finance
Novel methods in computational finance[electronic resource] /edited by Matthias Ehrhardt, Michael Gunther, E. Jan W. ter Maten. - Cham :Springer International Publishing :2017. - xviii, 606 p. :ill., digital ;24 cm. - Mathematics in industry,251612-3956 ;. - Mathematics in industry ;25..

This book discusses the state-of-the-art and open problems in computational finance. It presents a collection of research outcomes and reviews of the work from the STRIKE project, an FP7 Marie Curie Initial Training Network (ITN) project in which academic partners trained early-stage researchers in close cooperation with a broader range of associated partners, including from the private sector. The aim of the project was to arrive at a deeper understanding of complex (mostly nonlinear) financial models and to develop effective and robust numerical schemes for solving linear and nonlinear problems arising from the mathematical theory of pricing financial derivatives and related financial products. This was accomplished by means of financial modelling, mathematical analysis and numerical simulations, optimal control techniques and validation of models. In recent years the computational complexity of mathematical models employed in financial mathematics has witnessed tremendous growth. Advanced numerical techniques are now essential to the majority of present-day applications in the financial industry. Special attention is devoted to a uniform methodology for both testing the latest achievements and simultaneously educating young PhD students. Most of the mathematical codes are linked into a novel computational finance toolbox, which is provided in MATLAB and PYTHON with an open access license. The bookoffers a valuable guide for researchers in computational finance and related areas, e.g. energy markets, with an interest in industrial mathematics.

ISBN: 9783319612829

Standard No.: 10.1007/978-3-319-61282-9doiSubjects--Topical Terms:

550926
Financial engineering.

LC Class. No.: HG176.7

Dewey Class. No.: 332

Novel methods in computational finance
LDR:02581nmm a2200313 a 4500 001 2109110
003 DE-He213
005 20180328091649.0
006 m d
007 cr nn 008maaau
008 180519s2017 gw s 0 eng d
020 $a 9783319612829 $q (electronic bk.)
020 $a 9783319612812 $q (paper)
024 7 $a 10.1007/978-3-319-61282-9 $2 doi
035 $a 978-3-319-61282-9
040 $a GP $c GP
041 0 $a eng
050 4 $a HG176.7
072 7 $a PBKJ $2 bicssc
072 7 $a MAT007000 $2 bisacsh
082 0 4 $a 332 $2 23
090 $a HG176.7 $b .N937 2017
245 0 0 $a Novel methods in computational finance $h [electronic resource] / $c edited by Matthias Ehrhardt, Michael Gunther, E. Jan W. ter Maten.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2017.
300 $a xviii, 606 p. : $b ill., digital ; $c 24 cm.
490 1 $a Mathematics in industry, $x 1612-3956 ; $v 25
520 $a This book discusses the state-of-the-art and open problems in computational finance. It presents a collection of research outcomes and reviews of the work from the STRIKE project, an FP7 Marie Curie Initial Training Network (ITN) project in which academic partners trained early-stage researchers in close cooperation with a broader range of associated partners, including from the private sector. The aim of the project was to arrive at a deeper understanding of complex (mostly nonlinear) financial models and to develop effective and robust numerical schemes for solving linear and nonlinear problems arising from the mathematical theory of pricing financial derivatives and related financial products. This was accomplished by means of financial modelling, mathematical analysis and numerical simulations, optimal control techniques and validation of models. In recent years the computational complexity of mathematical models employed in financial mathematics has witnessed tremendous growth. Advanced numerical techniques are now essential to the majority of present-day applications in the financial industry. Special attention is devoted to a uniform methodology for both testing the latest achievements and simultaneously educating young PhD students. Most of the mathematical codes are linked into a novel computational finance toolbox, which is provided in MATLAB and PYTHON with an open access license. The bookoffers a valuable guide for researchers in computational finance and related areas, e.g. energy markets, with an interest in industrial mathematics.
650 0 $a Financial engineering. $3 550926
650 1 4 $a Mathematics. $3 515831
650 2 4 $a Partial Differential Equations. $3 890899
650 2 4 $a Game Theory, Economics, Social and Behav. Sciences. $3 891103
650 2 4 $a Quantitative Finance. $3 891090
650 2 4 $a Computational Mathematics and Numerical Analysis. $3 891040
650 2 4 $a Probability Theory and Stochastic Processes. $3 891080
700 1 $a Ehrhardt, Matthias. $3 2072791
700 1 $a Gunther, Michael. $3 1569952
700 1 $a ter Maten, E. Jan W. $3 3259157
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer eBooks
830 0 $a Mathematics in industry ; $v 25. $3 3259158
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-61282-9
950 $a Mathematics and Statistics (Springer-11649)