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Novel methods in computational finance [electronic resource]

Novel methods in computational finance [electronic resource]

자료유형
E-Book(소장)
개인저자
Ehrhardt, Matthias. Günther, Michael. Ter Maten, E. Jan W.
서명 / 저자사항
Novel methods in computational finance [electronic resource] / edited by Matthias Ehrhardt, Michael Günther, E. Jan W. ter Maten.
발행사항
Cham :   Springer,   2017.  
형태사항
1 online resource (xviii, 606 p.) : ill.
총서사항
Mathematics in industry ;25
ISBN
9783319612829
요약
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 bookoffers a valuable guide for researchers in computational finance and related areas, e.g. energy markets, with an interest in industrial mathematics.
일반주기
Title from e-Book title page.  
서지주기
Includes bibliographical references and index.
이용가능한 다른형태자료
Issued also as a book.  
일반주제명
Differential equations, partial. Mathematics. Finance. Computer science --Mathematics. Distribution (Probability theory.
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245 0 0 ▼a Novel methods in computational finance ▼h [electronic resource] / ▼c edited by Matthias Ehrhardt, Michael Günther, E. Jan W. ter Maten.
260 ▼a Cham : ▼b Springer, ▼c 2017.
300 ▼a 1 online resource (xviii, 606 p.) : ▼b ill.
490 1 ▼a Mathematics in industry ; ▼v 25
500 ▼a Title from e-Book title page.
504 ▼a Includes bibliographical references and index.
520 ▼a 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 bookoffers a valuable guide for researchers in computational finance and related areas, e.g. energy markets, with an interest in industrial mathematics.
530 ▼a Issued also as a book.
538 ▼a Mode of access: World Wide Web.
650 0 ▼a Differential equations, partial.
650 0 ▼a Mathematics.
650 0 ▼a Finance.
650 0 ▼a Computer science ▼x Mathematics.
650 0 ▼a Distribution (Probability theory.
700 1 ▼a Ehrhardt, Matthias.
700 1 ▼a Günther, Michael.
700 1 ▼a Ter Maten, E. Jan W.
830 0 ▼a Mathematics in industry ; ▼v 25.
856 4 0 ▼u https://oca.korea.ac.kr/link.n2s?url=https://doi.org/10.1007/978-3-319-61282-9
945 ▼a KLPA
991 ▼a E-Book(소장)

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