Búsqueda de LIBROS DEL AUTOR: manfred gilli

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  ebook

  NUMERICAL METHODS AND OPTIMIZATION IN FINANCE

  MANFRED GILLI / DIETMAR MARINGER / ENRICO SCHUMANN

  This book describes computational finance tools. It covers fundamental numerical analysis and computational techniques, such as option pricing, and gives special attention to simulation and optimization. Many chapters are organized as case studies around portfolio insurance and risk estimation problems.  In particular, several chapters explain optimization heuristics and how to...

  $1,383.00

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