Novel Methods in Computational Finance PDF
By:Matthias Ehrhardt,Michael Günther,E. Jan W. ter Maten
Published on 2017-10-18 by Springer
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 book offers a valuable guide for researchers in computational finance and related areas, e.g. energy markets, with an interest in industrial mathematics.
This Book was ranked at 35 by Google Books for keyword Science Math Research novel.
Book ID of Novel Methods in Computational Finance's Books is h6s2DwAAQBAJ, Book which was written byMatthias Ehrhardt,Michael Günther,E. Jan W. ter Matenhave ETAG "RjI2TClFGYM"
Book which was published by Springer since 2017-10-18 have ISBNs, ISBN 13 Code is 9783319612829 and ISBN 10 Code is 3319612824
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Book which have "606 Pages" is Printed at BOOK under CategoryMathematics
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