Authors:Anthony Brabazon, Michael O’Neill,
Publisher: Springer
Keywords: computational, intelligence, studies, finance, natural, computing
Number of Pages: 304
Published: 2008-05-09
List price: $139.00
ISBN-10: 3540774769
ISBN-13: 9783540774761

"Natural Computing in Computational Finance" is a innovative volume containing fifteen chapters which illustrate cutting-edge applications of natural computing or agent-based modeling in modern computational finance. Following an introductory chapter the book is organized into three sections. The first section deals with optimization applications of natural computing demonstrating the application of a broad range of algorithms from genetic algorithms, differential evolution, evolution strategies, quantum-inspired evolutionary algorithms and bacterial foraging algorithms to multiple financial a

Author: George Levy DPhil University of Oxford
Publisher: Academic Press
Keywords: finance, quantitative, using, computational
Number of Pages: 384
Published: 2008-05-15
List price: $93.95
ISBN-10: 0750669195
ISBN-13: 9780750669191

In Computational Finance Using C and C# George Levy raises computational finance to the next level using the languages of both standard C and C#. The inclusion of both these languages enables readers to match their use of the book to their firm’s internal software and code requirements. Levy also provides derivatives pricing information for: - equity derivates: vanilla options, quantos, generic equity basket options- interest rate derivatives: FRAs, swaps, quantos - foreign exchange derivatives: FX forwards, FX options- credit derivatives: credit default swaps, defaultable bonds, total r

Author: George Levy DPhil University of Oxford
Publisher: Butterworth-Heinema
Keywords: finance, instruments, quantitative, financial, methods, numerical, computational, pricing
Number of Pages: 456
Published: 2004-02-10
List price: $139.00
ISBN-10: 0750657227
ISBN-13: 9780750657228

Computational Finance presents a modern computational approach to mathematical finance within the Windows environment, and contains financial algorithms, mathematical proofs and computer code in C/C++. The author illustrates how numeric components can be developed which allow financial routines to be easily called by the complete range of Windows applications, such as Excel, Borland Delphi, Visual Basic and Visual C++.These components permit software developers to call mathematical finance functions more easily than in corresponding packages. Although these packages may offer the advantage of

Author: Soren S. Nielsen
Publisher: Springer
Keywords: economics, computational, advances, finance, languages, programming, systems
Number of Pages: 472
Published: 2002-08-31
List price: $179.00
ISBN-10: 1402071396
ISBN-13: 9781402071393

The developments within the computationally and numerically oriented areas of Operations Research, Finance, Statistics and Economics have been significant over the past few decades. Each area has been developing its own computer systems and languages that suit its needs, but there is relatively little cross-fertilization among them yet. This volume contains a collection of invited, peer-reviewed papers that each highlights a particular system, language, model or paradigm from one of the computational disciplines, aimed at researchers and practitioners from the other fields. The 15 pap

Author: Cornelis A Lo
Publisher: World Scientific Publishing Company
Keywords: finance, computational
Number of Pages: 340
Published: 2000-12-01
List price: $42.00
ISBN-10: 9810244975
ISBN-13: 9789810244972

Computational finance deals with the mathematics of computer programs that realize financial models or systems. This book outlines the epistemic risks associated with the current valuations of different financial instruments and discusses the corresponding risk management strategies. It covers most of the research and practical areas in computational finance. Starting from traditional fundamental analysis and using algebraic and geometric tools, it is guided by the logic of science to explore information from financial data without prejudice. In fact, this book has the unique feature that it i

Author: Rüdiger Seydel
Publisher: Springer
Keywords: universitext, finance, computational, tools
Number of Pages: 336
Published: 2009-04-21
List price: $69.95
ISBN-10: 3540929282
ISBN-13: 9783540929284

This book is very easy to read and one can gain a quick snapshot of computational issues arising in financial mathematics. Researchers or students of the mathematical sciences with an interest in finance will find this book a very helpful and gentle guide to the world of financial engineering. SIAM review (46, 2004). The fourth edition is thoroughly revised and extended. Major revisions concern topics like calibration, Monte Carlo Methods, American options, exotic options and Algorithms for Bermuda Options. New figures, more exercises, more background material make this guide to the world of

Author: Rüdiger U. Seydel
Publisher: Springer
Keywords: universitext, finance, computational, tools
Number of Pages: 304
Published: 2006-05-11
List price: $59.95
ISBN-10: 3540279237
ISBN-13: 9783540279235

This book is very easy to read and one can gain a quick snapshot of computational issues arising in financial mathematics. Researchers or students of the mathematical sciences with an interest in finance will find this book a very helpful and gentle guide to the world of financial engineering. SIAM review (46, 2004). The third edition is thoroughly revised and significantly extended. The largest addition is a new section on analytic methods with main focus on interpolation approach and quadratic approximation. New sections and subsections are among others devoted to risk-neutrality, early-exe