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Numerical Methods and Optimization in Finance (H/C) Applied Microeconomics and Macroeconomics

SKU: 27223034594

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Applied Microeconomics and Macroeconomics

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Numerical Methods and Optimization in Finance (H/C) Applied Microeconomics and MacroeconomicsThis Book Describes Computational Finance Tools. It Covers Fundamental Numerical Analysis and Computational Techniques, Such As Option Pricing, and Gives Special Attention to Simulation and Optimization. Many Chapters Are Organized As Case Studies Around Portfolio Insurance and Risk Estimation Problems. in Particular, Several Chapters Explain Optimization Heuristics and How to Use Them for Portfolio Selection and in Calibration of Estimation and

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