Editors:
- Presents current research and survey articles focusing on various computational and numerical methods in finance
- Designed for the academic community and will also serve professional investors
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Table of contents (12 chapters)
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Front Matter
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Back Matter
About this book
Reviews
"The title of this book my be somewhat misleading-- as an edited volume, it contains several papers on some issues in quantitative finance. Most contributions have a computational/numerical slant. It is no surprise that several papers concentrate on heavy-tailed models, in particular Pareto-type models figure prominently. For me, the highlight is the paper by Kohatsu-Higa and Montero on "Malliavan Calculus in Finance". This seventy plus page paper gives a very readable introduction to this imporatnt field of current research. A further enjoyable paper is "Modern Heuirstics for Finance Problems: A Survey of Selected Mehtods and Applications: by Schlottmann and Seese."
---Publication of the International Statistical Institute
Editors and Affiliations
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Department of Statistics and Applied Probability, University of California, Santa Barbara, USA
Svetlozar T. Rachev
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Department of Economics and Business Engineering, Universität Karlsruhe, Karlsruhe, Germany
Svetlozar T. Rachev
Bibliographic Information
Book Title: Handbook of Computational and Numerical Methods in Finance
Editors: Svetlozar T. Rachev
DOI: https://doi.org/10.1007/978-0-8176-8180-7
Publisher: Birkhäuser Boston, MA
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eBook Packages: Springer Book Archive
Copyright Information: Birkhäser Boston 2004
Hardcover ISBN: 978-0-8176-3219-9Published: 29 June 2004
Softcover ISBN: 978-1-4612-6476-7Published: 21 October 2012
eBook ISBN: 978-0-8176-8180-7Published: 28 June 2011
Edition Number: 1
Number of Pages: IX, 435
Topics: Numerical Analysis, Applications of Mathematics, Quantitative Finance, Computational Mathematics and Numerical Analysis, Probability Theory and Stochastic Processes