Computational finance : (Record no. 582161)

MARC details
000 -LEADER
fixed length control field 02239cam a22002298i 4500
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780367493035
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780367492939
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.015
Item number CES
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Cesarone, Francesco
245 00 - TITLE STATEMENT
Title Computational finance :
Remainder of title MATLAB oriented modeling /
Statement of responsibility, etc. Francesco Cesarone.
250 ## - EDITION STATEMENT
Edition statement 1 Edition.
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. Oxon:
Name of publisher, distributor, etc. Routledge,
Date of publication, distribution, etc. 2021.
300 ## - PHYSICAL DESCRIPTION
Extent 236 pages.
490 0# - SERIES STATEMENT
Series statement Routledge-Giappichelli studies in business and management
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note Includes bibliographical references.
520 ## - SUMMARY, ETC.
Summary, etc. "Computational Finance is increasingly important in the financial industry, as a necessary instrument for applying theoretical models to real-world challenges. Indeed, many models used in practice involve complex mathematical problems, for which an exact or a closed-form solution is not available. Consequently, we need to rely on computational techniques and specific numerical algorithms. This book combines theoretical concepts with practical implementation. Furthermore, the numerical solution of models is exploited, both to enhance the understanding of some mathematical and statistical notions, and to acquire sound programming skills in MATLAB®, which is useful for several other programming languages also. The material assumes the reader has a relatively limited knowledge of mathematics, probability and statistics. Hence, the book contains a short description of the fundamental tools needed to address the two main fields of quantitative finance: portfolio selection and derivatives pricing. Both fields are developed here, with a particular emphasis on portfolio selection, where the author includes an overview of recent approaches. The book gradually takes the reader from a basic to medium level of expertise by using examples and exercises to simplify the understanding of complex models in Finance, giving them the ability to place financial models in a computational setting. The book is ideal for courses focusing on quantitative finance, asset management, mathematical methods for economics and finance, investment banking, and corporate finance"--
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Finance
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Finance
Form subdivision Statistics.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Financial engineering.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Cesarone, Francesco,
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Book
Holdings
Withdrawn status Lost status Damaged status Not for loan Home library Current library Shelving location Date acquired Cost, normal purchase price Total Checkouts Full call number Barcode Date last seen Price effective from Koha item type
        Institute of Management Institute of Management Processing Center 18/12/2021 3533.23   332.015 CES IMK16754 18/12/2021 18/12/2021 Book