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Recent Developments in Computational Finance: Foundations, Algorithms and Applications

by Peter Kloeden , Thomas Gerstner
Save 17% Save 17%
Current price ₹21,443.00
Original price ₹25,732.00
Original price ₹25,732.00
Original price ₹25,732.00
(-17%)
₹21,443.00
Current price ₹21,443.00

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Book cover type: Hardcover
  • ISBN13: 9789814436427
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: World Scientific Publishing Company
  • Publisher Imprint: World Scientific Publishing Company
  • Publication Date:
  • Pages: 480
  • Original Price: GBP 150.0
  • Language: English
  • Edition: N/A
  • Item Weight: 953 grams
  • BISAC Subject(s): Finance / General

Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys of recent developments in the field written by leading international experts. These make the subject accessible to a wide readership in academia and financial businesses.The book consists of 13 chapters divided into 3 parts: foundations, algorithms and applications. Besides surveys of existing results, the book contains many new previously unpublished results.

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