Full Product Details
Author: Manfred Gilli (University of Geneva, Geneva School of Economics and Management (GSEM) and Swiss Finance Institute) ,
Dietmar Maringer (University of Basel and University of Geneva, Switzerland) ,
Enrico Schumann (Portfolio Manager at a large Swiss pension fund)
Publisher: Elsevier Science Publishing Co Inc
Imprint: Academic Press Inc
Dimensions:
Width: 15.20cm
, Height: 2.80cm
, Length: 22.90cm
Weight: 0.910kg
ISBN: 9780123756626
ISBN 10: 0123756626
Pages: 600
Publication Date: 25 August 2011
Audience:
Adult education
,
Further / Higher Education
Replaced By: 9780128150658
Format: Hardback
Publisher's Status: Active
Availability: In Print
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Reviews
With as much rigor as can be mastered by anyone in the still-developing field of computational finance and a sense of humor, the authors unravel its mysteries. The presentations are clear and the models are practical --- these are the two ingredients that make for a valuable book in this field. The book is both practical in scope and rigorous on its theoretical foundations. It is a must for anyone who needs to apply quantitative methods for financial planning --- and who doesn't need to in our days? Stavros A. Zenios, University of Cyprus and the Wharton Financial Institutions Center 'Numerical Methods and Optimization in Finance' is an excellent introduction to computational science. The combination of methodology, software, and examples allows the reader to quickly grasp and apply serious computational ideas. Kenneth L. Judd, Hoover Institution, Stanford University
This book aims at providing guidance which is practical and useful for practitioners in finance with emphasis on computational techniques which are manageable by modern day desktop personal computers' processing power when building, testing, comparing and using mathematical and econometric models of finance in the pursuit of analysis of actual financial market data in day to day activities of financial analysts, be they students of courses in finance programs or analysts in financial institutions. --Zentralblatt MATH 2012-1236-91001 With as much rigor as can be mastered by anyone in the still-developing field of computational finance and a sense of humor, the authors unravel its mysteries. The presentations are clear and the models are practical --- these are the two ingredients that make for a valuable book in this field. The book is both practical in scope and rigorous on its theoretical foundations. It is a must for anyone who needs to apply quantitative methods for financial planning --- and who doesn't need to in our days? --Stavros A. Zenios, University of Cyprus and the Wharton Financial Institutions Center Numerical Methods and Optimization in Finance is an excellent introduction to computational science. The combination of methodology, software, and examples allows the reader to quickly grasp and apply serious computational ideas. --Kenneth L. Judd, Hoover Institution, Stanford University
Author Information
VIP Value Investment Professionals, Switzerland
