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Computational Finance: A Scientific Perspective by Cornelis A. Los

Computational Finance: A Scientific Perspective

by Cornelis A. Los
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Book cover type: Hardcover
  • ISBN13: 9789810244965
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: World Scientific Publishing Company
  • Publisher Imprint: World Scientific Publishing Company
  • Publication Date:
  • Pages: 340
  • Original Price: USD 104.0
  • Language: English
  • Edition: N/A
  • Item Weight: 554 grams
  • BISAC Subject(s): Finance / General

Computational finance deals with the mathematics of computer programs that realize financial models or systems. This book outlines the epistemic risks associated with the current valuations of different financial instruments and discusses the corresponding risk management strategies. It covers most of the research and practical areas in computational finance. Starting from traditional fundamental analysis and using algebraic and geometric tools, it is guided by the logic of science to explore information from financial data without prejudice. In fact, this book has the unique feature that it is structured around the simple requirement of objective science: the geometric structure of the data = the information contained in the data.

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