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Novel methods in computational finance [electronic resource]

Novel methods in computational finance [electronic resource]

Material type
E-Book(소장)
Personal Author
Ehrhardt, Matthias. Günther, Michael. Ter Maten, E. Jan W.
Title Statement
Novel methods in computational finance [electronic resource] / edited by Matthias Ehrhardt, Michael Günther, E. Jan W. ter Maten.
Publication, Distribution, etc
Cham :   Springer,   2017.  
Physical Medium
1 online resource (xviii, 606 p.) : ill.
Series Statement
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.
General Note
Title from e-Book title page.  
Bibliography, Etc. Note
Includes bibliographical references and index.
이용가능한 다른형태자료
Issued also as a book.  
Subject Added Entry-Topical Term
Differential equations, partial. Mathematics. Finance. Computer science --Mathematics. Distribution (Probability theory.
Short cut
URL
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020 ▼a 9783319612829
040 ▼a 211009 ▼c 211009 ▼d 211009
050 4 ▼a QA370-380
082 0 4 ▼a 332.0151 ▼2 23
084 ▼a 332.0151 ▼2 DDCK
090 ▼a 332.0151
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)

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/e-Book Collection/ Call Number CR 332.0151 Accession No. E14017651 Availability Loan can not(reference room) Due Date Make a Reservation Service M

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