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

Numerical methods and optimization i...

Gilli, Manfred, (1942-{me_controlnum})

Linked to FindBook

Google Book

Amazon

博客來

Numerical methods and optimization in finance

Record Type:	Electronic resources : Monograph/item
Title/Author:	Numerical methods and optimization in finance/ Manfred Gilli, Dietmar Maringer, Enrico Schumann.
Author:	Gilli, Manfred,
other author:	Maringer, Dietmar.
Published:	Waltham :Academic Press, : 2011.,
Description:	1 online resource (xv, 584 p.)
[NT 15003449]:	Fundamentals -- Simulation -- Optimization.
Subject:	Financial engineering. -
Online resource:	http://www.sciencedirect.com/science/book/9780123756626
ISBN:	9780123756626 (electronic bk.)

Numerical methods and optimization in finance
Gilli, Manfred,1942-{me_controlnum}

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:

550926
Financial engineering.
Index Terms--Genre/Form:

1324331
Electronic resource.

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

Dewey Class. No.: 624.068/1

Numerical methods and optimization in finance
LDR:02462cmm 2200349Mi 4500 001 1325766
005 20120813080456.0
006 m d
007 cr un|---uuuuu
008 130122s2011 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-{me_controlnum} $3 1613839
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 550926
655 4 $a Electronic resource. $3 1324331
655 0 $a Electronic books. $2 lcsh $3 542853
700 1 $a Maringer, Dietmar. $3 895625
700 1 $a Schumann, Enrico. $3 1613840
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