Artboard 33 Artboard 16 Artboard 18 Artboard 15 Artboard 21 Artboard 1 Artboard 2 Artboard 5 Artboard 45 Artboard 45 Artboard 22 Artboard 9 Artboard 23 Artboard 17? Artboard 28 Artboard 43 Artboard 49 Artboard 47 Artboard 38 Artboard 32 Artboard 8 Artboard 22 Artboard 5 Artboard 25 Artboard 1 Artboard 42 Artboard 11 Artboard 41 Artboard 13 Artboard 23 Artboard 10 Artboard 4 Artboard 9 Artboard 20 Artboard 6 Artboard 11 Artboard 7 Artboard 3 Artboard 3 Artboard 12 Artboard 25 Artboard 34 Artboard 39 Artboard 24 Artboard 13 Artboard 19 Artboard 7 Artboard 24 Artboard 31 Artboard 4 Artboard 14 Artboard 27 Artboard 30 Artboard 36 Artboard 44 Artboard 12 Artboard 17 Artboard 17 Artboard 6 Artboard 27 Artboard 19 Artboard 30 Artboard 29 Artboard 29 Artboard 26 Artboard 18 Artboard 2 Artboard 20 Artboard 35 Artboard 15 Artboard 14 Artboard 48 Artboard 50 Artboard 26 Artboard 16 Artboard 40 Artboard 21 Artboard 29 Artboard 10 Artboard 37 Artboard 3 Artboard 3 Artboard 46 Artboard 8
  • Google Plus

A Workout in Computational Finance with Website (Cód: 9237218)

Binder, Andreas; Aichinger, Michael

John Wiley & Sons

Ooops! Este produto não está mais a venda.
Mas não se preocupe, temos uma versão atualizada para você.

Ooopss! Este produto está fora de linha, mas temos outras opções para você.
Veja nossas sugestões abaixo!

R$ 576,30 em até 10x de R$ 57,63 sem juros
Cartão Saraiva R$ 547,49 (-5%) em até 1x no cartão ou em até 15x de R$ 38,42 sem juros

Crédito:
Boleto:
Cartão Saraiva:

Total: R$0,00

Em até 10x sem juros de R$ 0,00


A Workout in Computational Finance with Website

R$576,30

Quer comprar em uma loja física? Veja a disponibilidade deste produto

Entregas internacionais: Consulte prazos e valores de entrega para regiões fora do Brasil na página do Carrinho.

ou receba na loja com frete grátis

X
Formas de envio Custo Entrega estimada

* Válido para compras efetuadas em dias úteis até às 15:00, horário de Brasília, com cartão de crédito e aprovadas na primeira tentativa.

X Consulte as lojas participantes

Saraiva MegaStore Shopping Eldorado Av. Rebouças, 3970 - 1º piso - Pinheiros CEP: 05402-600 - São Paulo - SP

Descrição

A comprehensive introduction to various numerical methods used in computational finance today Quantitative skills are a prerequisite for anyone working in finance or beginning a career in the field, as well as risk managers. A thorough grounding in numerical methods is necessary, as is the ability to assess their quality, advantages, and limitations. This book offers a thorough introduction to each method, revealing the numerical traps that practitioners frequently fall into. Each method is referenced with practical, real-world examples in the areas of valuation, risk analysis, and calibration of specific financial instruments and models. It features a strong emphasis on robust schemes for the numerical treatment of problems within computational finance. Methods covered include PDE/PIDE using finite differences or finite elements, fast and stable solvers for sparse grid systems, stabilization and regularization techniques for inverse problems resulting from the calibration of financial models to market data, Monte Carlo and Quasi Monte Carlo techniques for simulating high dimensional systems, and local and global optimization tools to solve the minimization problem. Quantitative skills are a prerequisite for anyone looking to work in the finance industry today. Within the industry, any risk professional who wants to collaborate with, or work in most front office departments needs a thorough grounding in numerical methods, and the ability to assess their quality, their advantages and their limitations. 'A Workout in Computational Finance' delivers a profound and hands-on account of numerical methods used in modern quantitative finance, covering valuation and risk analysis of financial instruments from vanilla bonds to complex structures. The presented algorithms include, amongst others, tree methods, finite differences and finite elements, efficient Monte Carlo methods and Fourier techniques. Local and global optimisation techniques as well as stabilising regularisation methods for model calibration are thoroughly analysed. The authors originate from the fields of theoretical physics and industrial mathematics, respectively, and have spent their professional careers creating efficient software solutions for producing industries and for financial industries. This book develops algorithms from the ground up, thus giving the reader a sound overview of their relative strengths and weaknesses. It is aimed at practitioners in the financial industry, for whom this is key knowledge in order to achieve optimal results with available data. It also enables junior quants with an IT background to implement numerical algorithms that work right away. 'A Workout in Computational Finance' is accompanied by a range of worked-out examples available from www.unrisk.com/Workout.

Características

Produto sob encomenda Sim
Marca John Wiley & Sons
Cód. Barras 9781119971917
Altura 25.12 cm
I.S.B.N. 9781119971917
Profundidade 2.44 cm
Referência 020160459
Acabamento Capa dura
Ano da edição 2013
Idioma Inglês
Número de Páginas 336
Peso 0.74 Kg
Largura 17.81 cm
AutorBinder, Andreas; Aichinger, Michael

Avaliações

Avaliação geral: 0

Você está revisando: A Workout in Computational Finance with Website