Numerical methods and optimization in finance
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| Hauptverfasser: | , , |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
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London
Academic Press, an imprint of Elsevier
[2019]
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| Ausgabe: | Second edition |
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| Online-Zugang: | DE-M347 DE-29 URL des Erstveröffentlichers |
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| 245 | 1 | 0 | |a Numerical methods and optimization in finance |c Manfred Gilli, Dietmar Maringer, Enrico Schumann |
| 250 | |a Second edition | ||
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| 500 | |a I. Fundamentals 2. Numerical Analysis in a Nutshell 3. Linear Equations and Least Squares Problems 4. Finite Difference Methods 5. Binomial Trees -- II. Simulation 6. Generating Random Numbers 7. Modeling Dependencies 8. A Gentle Introduction to Financial Simulation 9. Financial Simulation at Work: Some Case Studies -- III. Optimization 10. Optimization Problems in Finance 11. Basic Methods 12. Heuristic Methods in a Nutshell 13.: Heuristic Methods: A Tutorial 14. Portfolio Optimization 15. Backtesting Investment Strategies 16. Econometric Models 17. Calibrating Option Pricing Models | ||
| 650 | 4 | |a Finance / Mathematical models | |
| 650 | 4 | |a Mathematical optimization | |
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| 700 | 1 | |a Maringer, Dietmar G. |e Verfasser |0 (DE-588)171714393 |4 aut | |
| 700 | 1 | |a Schumann, Enrico |e Verfasser |4 aut | |
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Datensatz im Suchindex
| _version_ | 1819308978850496512 |
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| any_adam_object | |
| author | Gilli, Manfred 1942- Maringer, Dietmar G. Schumann, Enrico |
| author_GND | (DE-588)170963047 (DE-588)171714393 |
| author_facet | Gilli, Manfred 1942- Maringer, Dietmar G. Schumann, Enrico |
| author_role | aut aut aut |
| author_sort | Gilli, Manfred 1942- |
| author_variant | m g mg d g m dg dgm e s es |
| building | Verbundindex |
| bvnumber | BV046840871 |
| classification_rvk | SK 980 QP 890 QP 700 |
| collection | ZDB-33-ESD |
| ctrlnum | (ZDB-4-NLEBK)2022514 (OCoLC)1193287175 (DE-599)BVBBV046840871 |
| dewey-full | 332.015195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.015195 |
| dewey-search | 332.015195 |
| dewey-sort | 3332.015195 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| doi_str_mv | 10.1016/C2017-0-01621-X |
| edition | Second edition |
| format | Electronic eBook |
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| id | DE-604.BV046840871 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-24T08:17:26Z |
| institution | BVB |
| isbn | 9780128150665 0128150661 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032249840 |
| oclc_num | 1193287175 |
| open_access_boolean | |
| owner | DE-29 DE-M347 |
| owner_facet | DE-29 DE-M347 |
| physical | 1 Online-Ressource (xxiv, 614 Seiten) |
| psigel | ZDB-33-ESD ZDB-33-ESD Einzelkauf ZDB-33-ESD UER_Einzelkauf |
| publishDate | 2019 |
| publishDateSearch | 2019 |
| publishDateSort | 2019 |
| publisher | Academic Press, an imprint of Elsevier |
| record_format | marc |
| spelling | Gilli, Manfred 1942- Verfasser (DE-588)170963047 aut Numerical methods and optimization in finance Manfred Gilli, Dietmar Maringer, Enrico Schumann Second edition London Academic Press, an imprint of Elsevier [2019] © 2019 1 Online-Ressource (xxiv, 614 Seiten) txt rdacontent c rdamedia cr rdacarrier I. Fundamentals 2. Numerical Analysis in a Nutshell 3. Linear Equations and Least Squares Problems 4. Finite Difference Methods 5. Binomial Trees -- II. Simulation 6. Generating Random Numbers 7. Modeling Dependencies 8. A Gentle Introduction to Financial Simulation 9. Financial Simulation at Work: Some Case Studies -- III. Optimization 10. Optimization Problems in Finance 11. Basic Methods 12. Heuristic Methods in a Nutshell 13.: Heuristic Methods: A Tutorial 14. Portfolio Optimization 15. Backtesting Investment Strategies 16. Econometric Models 17. Calibrating Option Pricing Models Finance / Mathematical models Mathematical optimization Finanzplanungsmodell (DE-588)4252015-0 gnd rswk-swf Optimierung (DE-588)4043664-0 gnd rswk-swf Finanzierung (DE-588)4017182-6 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Finanzierung (DE-588)4017182-6 s Finanzmathematik (DE-588)4017195-4 s Optimierung (DE-588)4043664-0 s Finanzplanungsmodell (DE-588)4252015-0 s b DE-604 Maringer, Dietmar G. Verfasser (DE-588)171714393 aut Schumann, Enrico Verfasser aut Erscheint auch als Druck-Ausgabe 9780128150658 Erscheint auch als Online-Ausgabe 978-0-12-815065-8 https://doi.org/10.1016/C2017-0-01621-X Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Gilli, Manfred 1942- Maringer, Dietmar G. Schumann, Enrico Numerical methods and optimization in finance Finance / Mathematical models Mathematical optimization Finanzplanungsmodell (DE-588)4252015-0 gnd Optimierung (DE-588)4043664-0 gnd Finanzierung (DE-588)4017182-6 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4252015-0 (DE-588)4043664-0 (DE-588)4017182-6 (DE-588)4017195-4 |
| title | Numerical methods and optimization in finance |
| title_auth | Numerical methods and optimization in finance |
| title_exact_search | Numerical methods and optimization in finance |
| title_full | Numerical methods and optimization in finance Manfred Gilli, Dietmar Maringer, Enrico Schumann |
| title_fullStr | Numerical methods and optimization in finance Manfred Gilli, Dietmar Maringer, Enrico Schumann |
| title_full_unstemmed | Numerical methods and optimization in finance Manfred Gilli, Dietmar Maringer, Enrico Schumann |
| title_short | Numerical methods and optimization in finance |
| title_sort | numerical methods and optimization in finance |
| topic | Finance / Mathematical models Mathematical optimization Finanzplanungsmodell (DE-588)4252015-0 gnd Optimierung (DE-588)4043664-0 gnd Finanzierung (DE-588)4017182-6 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Finance / Mathematical models Mathematical optimization Finanzplanungsmodell Optimierung Finanzierung Finanzmathematik |
| url | https://doi.org/10.1016/C2017-0-01621-X |
| work_keys_str_mv | AT gillimanfred numericalmethodsandoptimizationinfinance AT maringerdietmarg numericalmethodsandoptimizationinfinance AT schumannenrico numericalmethodsandoptimizationinfinance |