Numerical Methods and Optimization in Finance
Ranked #91 in Numerical Analysis
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 optimization, particularly so-called heuristics. This book treats quantitative analysis as an essentially computational discipline in which applications are put into software form and tested... more
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