Numerical methods and optimization in finance:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
London
Academic Press, an imprint of Elsevier
[2019]
|
| Ausgabe: | Second edition |
| Schlagworte: | |
| Online-Zugang: | FHM01 UER01 Volltext |
| Beschreibung: | I. Fundamentals 2. Numerical Analysis in a Nutshell 3. Linear Equations and Least Squares Problems 4. Finite Difference Methods 5. Binomial Trees -- II. Simulation 6. Generating Random Numbers 7. Modeling Dependencies 8. A Gentle Introduction to Financial Simulation 9. Financial Simulation at Work: Some Case Studies -- III. Optimization 10. Optimization Problems in Finance 11. Basic Methods 12. Heuristic Methods in a Nutshell 13.: Heuristic Methods: A Tutorial 14. Portfolio Optimization 15. Backtesting Investment Strategies 16. Econometric Models 17. Calibrating Option Pricing Models |
| Beschreibung: | 1 Online-Ressource (xxiv, 614 Seiten) |
| ISBN: | 9780128150665 0128150661 |
| DOI: | 10.1016/C2017-0-01621-X |
Internformat
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Datensatz im Suchindex
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| author | Gilli, Manfred 1942- Maringer, Dietmar G. Schumann, Enrico |
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| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| doi_str_mv | 10.1016/C2017-0-01621-X |
| edition | Second edition |
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| illustrated | Not Illustrated |
| index_date | 2024-07-03T15:07:50Z |
| indexdate | 2024-07-10T08:55:20Z |
| institution | BVB |
| isbn | 9780128150665 0128150661 |
| language | English |
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| physical | 1 Online-Ressource (xxiv, 614 Seiten) |
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| spelling | Gilli, Manfred 1942- Verfasser (DE-588)170963047 aut Numerical methods and optimization in finance Manfred Gilli, Dietmar Maringer, Enrico Schumann Second edition London Academic Press, an imprint of Elsevier [2019] © 2019 1 Online-Ressource (xxiv, 614 Seiten) txt rdacontent c rdamedia cr rdacarrier I. Fundamentals 2. Numerical Analysis in a Nutshell 3. Linear Equations and Least Squares Problems 4. Finite Difference Methods 5. Binomial Trees -- II. Simulation 6. Generating Random Numbers 7. Modeling Dependencies 8. A Gentle Introduction to Financial Simulation 9. Financial Simulation at Work: Some Case Studies -- III. Optimization 10. Optimization Problems in Finance 11. Basic Methods 12. Heuristic Methods in a Nutshell 13.: Heuristic Methods: A Tutorial 14. Portfolio Optimization 15. Backtesting Investment Strategies 16. Econometric Models 17. Calibrating Option Pricing Models Finance / Mathematical models Mathematical optimization Finanzplanungsmodell (DE-588)4252015-0 gnd rswk-swf Optimierung (DE-588)4043664-0 gnd rswk-swf Finanzierung (DE-588)4017182-6 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Finanzierung (DE-588)4017182-6 s Finanzmathematik (DE-588)4017195-4 s Optimierung (DE-588)4043664-0 s Finanzplanungsmodell (DE-588)4252015-0 s b DE-604 Maringer, Dietmar G. Verfasser (DE-588)171714393 aut Schumann, Enrico Verfasser aut Erscheint auch als Druck-Ausgabe 9780128150658 Erscheint auch als Online-Ausgabe 978-0-12-815065-8 https://doi.org/10.1016/C2017-0-01621-X Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Gilli, Manfred 1942- Maringer, Dietmar G. Schumann, Enrico Numerical methods and optimization in finance Finance / Mathematical models Mathematical optimization Finanzplanungsmodell (DE-588)4252015-0 gnd Optimierung (DE-588)4043664-0 gnd Finanzierung (DE-588)4017182-6 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4252015-0 (DE-588)4043664-0 (DE-588)4017182-6 (DE-588)4017195-4 |
| title | Numerical methods and optimization in finance |
| title_auth | Numerical methods and optimization in finance |
| title_exact_search | Numerical methods and optimization in finance |
| title_exact_search_txtP | Numerical methods and optimization in finance |
| title_full | Numerical methods and optimization in finance Manfred Gilli, Dietmar Maringer, Enrico Schumann |
| title_fullStr | Numerical methods and optimization in finance Manfred Gilli, Dietmar Maringer, Enrico Schumann |
| title_full_unstemmed | Numerical methods and optimization in finance Manfred Gilli, Dietmar Maringer, Enrico Schumann |
| title_short | Numerical methods and optimization in finance |
| title_sort | numerical methods and optimization in finance |
| topic | Finance / Mathematical models Mathematical optimization Finanzplanungsmodell (DE-588)4252015-0 gnd Optimierung (DE-588)4043664-0 gnd Finanzierung (DE-588)4017182-6 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Finance / Mathematical models Mathematical optimization Finanzplanungsmodell Optimierung Finanzierung Finanzmathematik |
| url | https://doi.org/10.1016/C2017-0-01621-X |
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