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  • 1
    UID:
    b3kat_BV047690935
    Format: 1 Online-Ressource (XIV, 401 p. 67 illus., 29 illus. in color)
    Edition: 1st ed. 2021
    ISBN: 9783030789657
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 978-3-030-78964-0
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 978-3-030-78966-4
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 978-3-030-78967-1
    Language: English
    URL: Volltext  (URL des Erstveröffentlichers)
    Library Location Call Number Volume/Issue/Year Availability
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  • 2
    UID:
    b3kat_BV023253089
    Format: 1 Online-Ressource (XIV, 425 S.) , Ill., graph. Darst.
    ISBN: 9783540779582
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 3-540-77957-4
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 978-3-540-77957-5
    Language: English
    Subjects: Economics
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    Keywords: Portfoliomanagement ; Optionspreis ; Financial Engineering ; Computerunterstütztes Verfahren ; Kreditmarkt ; Simulation ; Financial Engineering ; Bank ; Risikomanagement ; Financial Engineering ; Portfolio Selection ; Optionspreis ; Financial Engineering ; Computerunterstütztes Verfahren ; Aufsatzsammlung ; Festschrift
    URL: Volltext  (URL des Erstveröffentlichers)
    Author information: Gilli, Manfred 1942-
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  • 3
    UID:
    b3kat_BV039829890
    Format: 1 Online-Ressource (1 online resource (xv, 584 p.))
    ISBN: 9780123756626 , 0123756626
    Note: 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 use them for portfolio selection and in calibration of estimation and option pricing models. Such practical examples allow readers to learn the steps for solving specific problems and apply these steps to others. At the same time, the applications are relevant enough to make the book a useful reference. Matlab and R sample code is provided in the text and can be downloaded from the book's website. Shows ways to build and implement tools that help test ideas. Focuses on the application of heuristics; standard methods receive limited attention. Presents as separate chapters problems from portfolio optimization, estimation of econometric models, and calibration of option pricing models , Fundamentals -- Simulation -- Optimization , Includes bibliographical references and index
    Language: English
    Subjects: Economics , Mathematics
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    Keywords: Finanzierung ; Finanzmathematik ; Optimierung ; Finanzplanungsmodell ; Electronic books ; Electronic books ; Electronic resource
    Author information: Gilli, Manfred 1942-
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  • 4
    Online Resource
    Online Resource
    Dordrecht : Springer Netherlands
    UID:
    b3kat_BV046873886
    Format: 1 Online-Ressource (X, 284 p)
    Edition: 1st ed. 1996
    ISBN: 9789401587433
    Series Statement: Advances in Computational Economics 5
    Content: The approach to many problems in economic analysis has changed drastically with the development and dissemination of new and more efficient computational techniques. Computational Economic Systems: Models, Methods & Econometrics presents a selection of papers illustrating the use of new computational methods and computing techniques to solve economic problems. Part I of the volume consists of papers which focus on modelling economic systems, presenting computational methods to investigate the evolution of behavior of economic agents, techniques to solve complex inventory models on a parallel computer and an original approach for the construction and solution of multicriteria models involving logical conditions. Contributions to Part II concern new computational approaches to economic problems. We find an application of wavelets to outlier detection. New estimation algorithms are presented, one concerning seemingly related regression models, a second one on nonlinear rational expectation models and a third one dealing with switching GARCH estimation. Three contributions contain original approaches for the solution of nonlinear rational expectation models
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 9789048146550
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 9780792338697
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 9789401587440
    Language: English
    Subjects: Economics
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    Keywords: Ökonometrie ; Computerunterstütztes Verfahren ; Wirtschaftsmodell ; Computerunterstütztes Verfahren ; Konferenzschrift
    URL: Volltext  (URL des Erstveröffentlichers)
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