{"product_id":"advanced-computational-finance-stochastic-optimization-numerical-pdes-and-high-dimensional-risk-modeling-9798196176791","title":"Advanced Computational Finance: Stochastic Optimization, Numerical PDEs, and High-Dimensional Risk Modeling","description":"\u003cp\u003e • Author(s): Alice Schwartz | Vincent Bisette\u003cbr\u003e • Publisher: Independently Published\u003cbr\u003e • Publisher Imprint: Independently Published\u003cbr\u003e • BISAC: Finance - Financial Risk Management\u003c\/p\u003e\u003cp\u003e\u003cb\u003eReactive Publishing\u003c\/b\u003e\u003c\/p\u003e\u003cp\u003eAdvanced Computational Finance is a rigorous guide to the mathematical and numerical methods used in modern quantitative finance. Designed for readers with a foundation in finance, probability, programming, or applied mathematics, this book examines the computational tools used to model uncertainty, optimize financial decisions, and solve complex risk problems.\u003c\/p\u003e\u003cp\u003eThe book explores stochastic optimization, numerical partial differential equations, dynamic programming, Monte Carlo methods, high-dimensional modeling, and computational techniques for pricing, hedging, portfolio construction, and risk analysis. Rather than treating finance as a collection of formulas, it presents financial modeling as a structured computational discipline where assumptions, algorithms, and numerical stability matter.\u003c\/p\u003e\u003cp\u003eInside, readers will find a detailed treatment of advanced topics including: \u003c\/p\u003e\u003cp\u003eStochastic models for financial uncertainty\u003cbr\u003eOptimization methods for portfolio and decision problems\u003cbr\u003eNumerical PDE techniques for derivative pricing and risk analysis\u003cbr\u003eHigh-dimensional risk modeling and factor-based approaches\u003cbr\u003eSimulation methods for complex financial systems\u003cbr\u003eComputational frameworks for pricing, hedging, and scenario analysis\u003cbr\u003eAlgorithmic approaches to solving finance problems under uncertainty\u003c\/p\u003e\u003cp\u003eWritten with a technical and professional audience in mind, Advanced Computational Finance is suited for quantitative analysts, financial engineers, graduate students, researchers, and technically skilled finance professionals who want to deepen their understanding of computational methods in modern financial modeling.\u003c\/p\u003e\u003cp\u003eThis book emphasizes clarity, mathematical discipline, and practical computational structure, making it a useful reference for readers working at the intersection of finance, numerical methods, optimization, and risk.\u003c\/p\u003e","brand":"Independently Published","offers":[{"title":"Paperback","offer_id":47892870365335,"sku":"9798196176791","price":3169.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9798196176791.webp?v=1781189569","url":"https:\/\/atlanticbooks.com\/products\/advanced-computational-finance-stochastic-optimization-numerical-pdes-and-high-dimensional-risk-modeling-9798196176791","provider":"Atlantic Books","version":"1.0","type":"link"}