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RECENT DEVELOPMENTS IN COMPUTATIONAL FINANCE: FOUNDATIONS, ALGORITHMS AND APPLICATIONS

By Thomas Gerstner (Editor), Peter Kloeden (Editor)
Hardcover
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By Thomas Gerstner (Editor), Peter Kloeden (Editor)
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Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as posible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys of recent developments in the field written by leading international experts. These make the subject accessible to a wide readership in academia and financial businesses.

The book consists of ...