By Oliver J. Blaskowitz, Wolfgang K. Härdle (auth.), Svetlozar T. Rachev (eds.)
The topic of numerical tools in finance has lately emerged as a brand new self-discipline on the intersection of chance idea, finance, and numerical research. The tools hired bridge the space among monetary thought and computational perform, and supply recommendations for complicated difficulties which are tough to resolve through conventional analytical tools. even though numerical equipment in finance were studied intensively lately, many theoretical and useful monetary elements haven't begun to be explored. This quantity offers present study and survey articles targeting quite a few numerical tools in finance.
Key themes coated comprise: methodological concerns, i.e., genetic algorithms, neural networks, Monte–Carlo tools, finite distinction equipment, stochastic portfolio optimization, in addition to the applying of different computational and numerical equipment in finance and possibility administration. The booklet is designed for the tutorial group and also will serve specialist investors.
Contributors: okay. Amir-Atefi; Z. Atakhanova; A. Biglova; O.J. Blaskowitz; D. D’Souza; W.K. Härdle; I. Huber; I. Khindanova; A. Kohatsu-Higa; P. Kokoszka; M. Montero; S. Ortobelli; E. Özturkmen; G. Pagès; A. Parfionovas; H. Pham; J. Printems; S. Rachev; B. Racheva-Jotova; F. Schlottmann; P. Schmidt; D. Seese; S. Stoyanov; C.E. Testuri; S. Trück; S. Uryasev; and Z. Zheng.
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