Thomas Gerstner: 1 book

Book cover of Recent Developments in Computational Finance

Recent Developments in Computational Finance

Foundations, Algorithms and Applications

by Thomas Gerstner, Peter Kloeden
Language: English
Release Date: November 30, 2012

Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys...
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