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Computational Methods in Financial Engineering : Essays in Honour of Manfred Gilli - Author

Computational Methods in Financial Engineering

Essays in Honour of Manfred Gilli

By: Author

eText | 26 February 2008

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Computational models and methods are central to the analysis of economic and financial decisions. Simulation and optimisation are widely used as tools of analysis, modelling and testing. The focus of this book is the development of computational methods and analytical models in financial engineering that rely on computation. The book contains eighteen chapters written by leading researchers in the area on portfolio optimization and option pricing; estimation and classification; banking; risk and macroeconomic modelling. It explores and brings together current research tools and will be of interest to researchers, analysts and practitioners in policy and investment decisions in economics and finance.
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Non-FictionAccounting & FinanceFinanceInvestment & SecuritiesEconomicsEconometricsEconomic StatisticsMathematicsApplied MathematicsOptimisationGame TheorySociology & Anthropology
SociologySocial Research & StatisticsPublic Accounting in FinanceTax & TaxationMacroeconomicsMonetary Economics

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