Recent Developments in Computational Finance—Foundations, Algorithms and Applications
商品資訊
系列名:Interdisciplinary Mathematical Sciences
ISBN13:9789814436427
出版社:World Scientific Pub Co Inc
作者:Thomas Gerstner (EDT); Peter Kloeden (EDT)
出版日:2012/11/30
裝訂/頁數:精裝/480頁
規格:26.7cm*18.4cm*3.2cm (高/寬/厚)
定價
:NT$ 4590 元優惠價
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90 折 4131 元
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商品簡介
商品簡介
Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as posible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys of recent developments in the field written by leading international experts. These make the subject accessible to a wide readership in academia and financial businesses.The book consists of 13 chapters divided into 3 parts: foundations, algorithms and applications. Besides surveys of existing results, the book contains many new previously unpublished results.
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