000			02766cam a22003618i 4500
001			21498957
003			OSt
005			20220418151914.0
008			200414s2020 nyu b 000 0 eng
010			_a 2020014571
020			_a9780367492939
040			_aDLC _beng _erda _cAIMIT LIBRARY
042			_apcc
050	0	0	_aHG106 _b.C656 2020
082	0	0	_a519.72 _21 _bCESF
100			_aCesarone, Francesco. _930226
245	0	0	_aComputational finance : _bMATLAB oriented modeling / _cBy Francesco Cesarone.
250			_a1st ed.
263			_a2007
264		1	_aNew York : _bRoutledge-Giappichelli, _c2020.
336			_atext _btxt _2rdacontent
337			_aunmediated _bn _2rdamedia
338			_avolume _bnc _2rdacarrier
490	0		_aRoutledge-Giappichelli studies in business and management
504			_aIncludes bibliographical references.
520			_a"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"-- _cProvided by publisher.
650		0	_aFinance _xMathematical models. _930227
650		0	_aFinance _vStatistics. _930228
650		0	_aFinancial engineering. _930229
906			_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg
942			_2ddc _cBK _e1st _k519.72 CESF
999			_c222461 _d222461