Holdings: Numerical methods and optimization in finance

Numerical methods and optimization in finance:

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Bibliographic Details
Main Authors:	Gilli, Manfred 1942- (Author), Maringer, Dietmar G. (Author), Schumann, Enrico (Author)
Format:	Electronic eBook
Language:	English
Published:	London Academic Press, an imprint of Elsevier [2019]
Edition:	Second edition
Subjects:	Finance / Mathematical models Mathematical optimization Finanzplanungsmodell Optimierung Finanzierung Finanzmathematik
Online Access:	FHM01 UER01 Volltext
Item Description:	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
Physical Description:	1 Online-Ressource (xxiv, 614 Seiten)
ISBN:	9780128150665 0128150661
DOI:	10.1016/C2017-0-01621-X

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MARC


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discipline	Mathematik Wirtschaftswissenschaften
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index_date	2024-07-03T15:07:50Z
indexdate	2024-07-10T08:55:20Z
institution	BVB
isbn	9780128150665 0128150661
language	English
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owner	DE-29 DE-M347
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physical	1 Online-Ressource (xxiv, 614 Seiten)
psigel	ZDB-33-ESD ZDB-33-ESD Einzelkauf ZDB-33-ESD UER_Einzelkauf
publishDate	2019
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publisher	Academic Press, an imprint of Elsevier
record_format	marc
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
work_keys_str_mv	AT gillimanfred numericalmethodsandoptimizationinfinance AT maringerdietmarg numericalmethodsandoptimizationinfinance AT schumannenrico numericalmethodsandoptimizationinfinance

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