Computational Finance: A Scientific Perspective
Author:   Cornelis A. Los
Publisher:   World Scientific Publishing Co Pte Ltd
Edition:   2nd Revised edition
ISBN:  

9789812813824


Pages:   450
Publication Date:   01 February 2009
Format:   Hardback
Availability:   Awaiting stock   Availability explained


Our Price $253.44 Quantity:  
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Computational Finance: A Scientific Perspective


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Author:   Cornelis A. Los
Publisher:   World Scientific Publishing Co Pte Ltd
Imprint:   World Scientific Publishing Co Pte Ltd
Edition:   2nd Revised edition
ISBN:  

9789812813824


ISBN 10:   9812813829
Pages:   450
Publication Date:   01 February 2009
Audience:   College/higher education ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Unknown
Availability:   Awaiting stock   Availability explained

Table of Contents

A Scientific Perspective: Balance Equations; Capital Budgeting and Analytic Formulas; Fundamental Security Valuation; Analysis of Inexact Data I: Bivariate Projections; Analysis of Inexact Data II: Multivariate Projections; Optimal Portfolio Formation; Systematic Financial Risk Analysis; Complete Valuation and Dynamic Risk Theory; Degrees of Financial Market Persistence and Risk; Option Pricing I: Binomial Pricing; Option Pricing II: Risk-Neutral Pricing; Option Pricing III: Persistence Pricing; Option Pricing IV: Strategic Investing; Bond Portfolio Valuation and Management; Forwards and Futures; Swaps; Optimal Multi-Country-Asset-Currency Portfolios; Exact Performance Attribution.

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