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Handbook of Computational and Numerical Methods in Finance (Paperback)
  • Handbook of Computational and Numerical Methods in Finance (Paperback)

Handbook of Computational and Numerical Methods in Finance (Paperback)

(editor), (other adaptation by)
Paperback 435 Pages / Published: 21/10/2012
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The subject of numerical methods in finance has recently emerged as a new discipline at the intersection of probability theory, finance, and numerical analysis. The methods employed bridge the gap between financial theory and computational practice, and provide solutions for complex problems that are difficult to solve by traditional analytical methods. Although numerical methods in finance have been studied intensively in recent years, many theoretical and practical financial aspects have yet to be explored. This volume presents current research and survey articles focusing on various numerical methods in finance. The book is designed for the academic community and will also serve professional investors.

Publisher: Springer-Verlag New York Inc.
ISBN: 9781461264767
Number of pages: 435
Weight: 673 g
Dimensions: 235 x 155 x 23 mm
Edition: Softcover reprint of the original 1st ed. 200


"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

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