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“dietmar maringer”

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  • Numerical Methods and Optimization in Finance

    de Manfred Gilli, Dietmar Maringer, Enrico Schumann ...
    Computationally-intensive tools play an increasingly important role in financial decisions. Many financial problems—ranging from asset allocation to risk management and from option pricing to model calibration—can be efficiently handled using modern computational techniques. Numerical Methods and Optimization in Finance presents such computational techniques, with an emphasis on simulation and ... Leer más

    $134.99 USD

  • Numerical Methods and Optimization in Finance

    de Manfred Gilli, Dietmar Maringer, Enrico Schumann ...
    This book describes computational finance tools. It covers fundamental numerical analysis and computational techniques, such as option pricing, and gives special attention to simulation and optimization. Many chapters are organized as case studies around portfolio insurance and risk estimation problems. In particular, several chapters explain optimization heuristics and how to use them for ... Leer más

    $93.99 USD