Posted by **AvaxGenius** at Sept. 19, 2017

English | PDF,EPUB | 2017 | 599 Pages | ISBN : 3319612816 | 28.93 MB

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.

Posted by **AvaxGenius** at Aug. 18, 2017

English | PDF | 2017 | 498 Pages | ISBN : 1447173376 | 11.42 MB

Computational and numerical methods are used in a number of ways across the field of finance. It is the aim of this book to explain how such methods work in financial engineering. By concentrating on the field of option pricing, a core task of financial engineering and risk analysis, this book explores a wide range of computational tools in a coherent and focused manner and will be of use to anyone working in computational finance.

Posted by **ParRus** at June 3, 2016

WEBRip | English | MP4 + Project files | 960 x 540 | AVC ~154 kbps | 30.919 fps

AAC | 128 Kbps | 44.1 KHz | 2 channels | Subs: English (.srt) | 25:23:27 | 3.9 GB

Learn mathematical, programming and statistical tools used in the real world analysis and modeling of financial data. Apply these tools to model asset returns, measure risk, and construct optimized portfolios using the open source R programming language and Microsoft Excel. Learn how to build probability models for asset returns, to apply statistical techniques to evaluate if asset returns are normally distributed, to use Monte Carlo simulation and bootstrapping techniques to evaluate statistical models, and to use optimization methods to construct efficient portfolios.

Posted by **house23** at Jan. 18, 2016

MP4 | AVC 243kbps | English | 960x540 | 30ps | 10 weeks | AAC stereo 128kbps | 3.91 GB

Learn mathematical, programming and statistical tools used in the real world analysis and modeling of financial data. Apply these tools to model asset returns, measure risk, and construct optimized portfolios using the open source R programming language and Microsoft Excel. Learn how to build probability models for asset returns, to apply statistical techniques to evaluate if asset returns are normally distributed, to use Monte Carlo simulation and bootstrapping techniques to evaluate statistical models, and to use optimization methods to construct efficient portfolios.

Posted by **interes** at Aug. 17, 2015

English | ISBN: 364223335X | 2011 | PDF | 212 pages | 3,3 MB

Posted by **avava** at Nov. 12, 2011

Publisher: S–-er | ISBN: 364223335X | 2011 | PDF | 212 pages | 3.3 MB

Posted by **tot167** at Jan. 24, 2011

Ac.demic Press | 2008 | ISBN: 0750669195 | 384 pages | PDF | 1,5 MB

Posted by **tot167** at Dec. 25, 2009

Wiley | 2002 | ISBN: 0471394475 | 256 pages | PDF | 1,5 MB

Posted by **AvaxGenius** at Sept. 4, 2017

English | PDF | 2017 | 134 Pages | ISBN : 1137435682 | 16.77 MB

This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). It provides readers with an easily accessible text explaining main concepts, models, methods and results that arise in this approach. In keeping with the series style, emphasis is placed on intuition as opposed to full rigor, and a relatively basic understanding of mathematics is sufficient.

Posted by **roxul** at July 7, 2017

English | ISBN: 9814436429 | 2013 | 480 pages | PDF | 3 MB