Buy it now
Buying options
Tax calculation will be finalised at checkout
Other ways to access
This is a preview of subscription content, log in via an institution to check for access.
Table of contents (18 chapters)
-
Front Matter
-
Portfolio Optimization and Option Pricing
-
Front Matter
-
-
Estimation and Classification
-
Front Matter
-
-
Banking, Risk and Macroeconomic Modelling
-
Front Matter
-
About this book
Editors and Affiliations
-
Department of Public and Business Administration, University of Cyprus, Nicosia, Cyprus
Erricos J. Kontoghiorghes
-
Department of Computing, Imperial College London, London, UK
Berç Rustem
-
Department of Economics, University of Gießen, Gießen, Germany
Peter Winker
Bibliographic Information
Book Title: Computational Methods in Financial Engineering
Book Subtitle: Essays in Honour of Manfred Gilli
Editors: Erricos J. Kontoghiorghes, Berç Rustem, Peter Winker
DOI: https://doi.org/10.1007/978-3-540-77958-2
Publisher: Springer Berlin, Heidelberg
eBook Packages: Business and Economics, Economics and Finance (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2008
Hardcover ISBN: 978-3-540-77957-5Published: 03 March 2008
Softcover ISBN: 978-3-642-09677-8Published: 10 November 2010
eBook ISBN: 978-3-540-77958-2Published: 26 February 2008
Edition Number: 1
Number of Pages: XIV, 425
Number of Illustrations: 88 b/w illustrations
Topics: Public Economics, Finance, general, Quantitative Finance, Statistics for Business, Management, Economics, Finance, Insurance, Macroeconomics/Monetary Economics//Financial Economics