Novel Methods in Computational Finance - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Novel Methods in Computational Finance write by Matthias Ehrhardt. This book was released on 2017-09-19. Novel Methods in Computational Finance available in PDF, EPUB and Kindle. This book discusses the state-of-the-art and open problems in computational finance. It presents a collection of research outcomes and reviews of the work from the STRIKE project, an FP7 Marie Curie Initial Training Network (ITN) project in which academic partners trained early-stage researchers in close cooperation with a broader range of associated partners, including from the private sector. The aim of the project was to arrive at a deeper understanding of complex (mostly nonlinear) financial models and to develop effective and robust numerical schemes for solving linear and nonlinear problems arising from the mathematical theory of pricing financial derivatives and related financial products. This was accomplished by means of financial modelling, mathematical analysis and numerical simulations, optimal control techniques and validation of models. In recent years the computational complexity of mathematical models employed in financial mathematics has witnessed tremendous growth. Advanced numerical techniques are now essential to the majority of present-day applications in the financial industry. Special attention is devoted to a uniform methodology for both testing the latest achievements and simultaneously educating young PhD students. Most of the mathematical codes are linked into a novel computational finance toolbox, which is provided in MATLAB and PYTHON with an open access license. The book offers a valuable guide for researchers in computational finance and related areas, e.g. energy markets, with an interest in industrial mathematics.
Novel Methods in Computational Finance
Novel Methods in Computational Finance - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Novel Methods in Computational Finance write by Matthias Ehrhardt. This book was released on 2016. Novel Methods in Computational Finance available in PDF, EPUB and Kindle.
Handbook of Computational Finance
Handbook of Computational Finance - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Handbook of Computational Finance write by Jin-Chuan Duan. This book was released on 2011-10-25. Handbook of Computational Finance available in PDF, EPUB and Kindle. Any financial asset that is openly traded has a market price. Except for extreme market conditions, market price may be more or less than a “fair” value. Fair value is likely to be some complicated function of the current intrinsic value of tangible or intangible assets underlying the claim and our assessment of the characteristics of the underlying assets with respect to the expected rate of growth, future dividends, volatility, and other relevant market factors. Some of these factors that affect the price can be measured at the time of a transaction with reasonably high accuracy. Most factors, however, relate to expectations about the future and to subjective issues, such as current management, corporate policies and market environment, that could affect the future financial performance of the underlying assets. Models are thus needed to describe the stochastic factors and environment, and their implementations inevitably require computational finance tools.
Computational Methods in Finance
Computational Methods in Finance - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Computational Methods in Finance write by Ali Hirsa. This book was released on 2024. Computational Methods in Finance available in PDF, EPUB and Kindle. "Computational Methods in Finance is a book developed from the author's courses at Columbia University and the Courant Institute of New York University. This self-contained text is designed for graduate students in financial engineering and mathematical finance, as well as practitioners in the financial industry. It will help readers accurately price a vast array of derivatives. This new edition has been thoroughly revised throughout to bring it up to date with recent developments. It features numerous new exercises and examples, as well as two entirely new chapters on machine learning"--
Computational Finance
Computational Finance - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Computational Finance write by George Levy. This book was released on 2004. Computational Finance available in PDF, EPUB and Kindle.
