Handbook of Computational and Numerical Methods in Finance
Autor:
Springer Nature EN
Verlag:
Springer Nature EN
Sprache:
English
"The title of this book my be somewhat misleading-- as an edited volume, it contains several papers on some issues in quantitative finance. Most contributions have a computational/numerical slant. It is no surprise that several papers concentrate on heavy-tailed models, in particular Pareto-type models figure prominently. For me, the highlight is the paper by Kohatsu-Higa and Montero on "Malliavan Calculus in Finance". This seventy plus page paper gives a very readable introduction to this imporatnt field of current research. A further enjoyable paper is "Modern Heuirstics for Finance Problems: A Survey of Selected Mehtods and Applications: by Schlottmann and Seese."
---Publication of the International Statistical Institute
CHF 135.00
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ISBN
978-0-817-63219-9
EAN
9780817632199
Erscheinungsjahr
6/29/2004
Verlag
Springer Nature EN
Sprache
English
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