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. Numerical Methods and Optimization in Finance presents such computational techniques, with an emphasis on simulation and optimization, particularly;
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Computational Geometry; Numerical Linear Algebra and Numer-ical Solution of Transcendental Equations; Numerical Methods for Differential Equations; High;
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and practical techniques simultaneously. Mathematical Modelling and Numerical Methods in Finance addresses the three most important aspects;
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A comprehensive introduction to various numerical methods used in computational finance today Quantitative skills are a prerequisite for;
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financial theory and computational practice while showing readers how to utilize MATLAB?--the powerful numerical computing environment--for;
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element methods, Monte Carlo methods, numerical linear algebra, etc. The applications of the computational models and simulations developed;
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This book explores the numerical algorithms underpinning modern finite element based computational mechanics software. It covers all the;
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This book explores the numerical algorithms underpinning modern finite element based computational mechanics software. It covers all the;
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approximation by the finite difference method and applications to computational finance. The book is structured so that it can be read by beginners;
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Computational and numerical methods are used in a number of ways across the field of finance. It is the aim of this book to explain how;
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Numerical Methods in Finance has emerged as a discipline at the intersection of probability theory, finance and numerical analysis. This;
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This book discusses the state-of-the-art and open problems in computational finance. It presents a collection of research outcomes and;
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is not available. Consequently, we need to rely on computational techniques and specific numerical algorithms. This book combines theoretical;
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is not available. Consequently, we need to rely on computational techniques and specific numerical algorithms. This book combines theoretical;
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An integrated guide to C++ and computational finance This complete guide to C++ and computational finance is a follow-up and major;
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Computational Methods for Numerical Analysis with R is an overview of traditional numerical analysis topics presented using R. This guide;
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Computational Methods for Numerical Analysis with R is an overview of traditional numerical analysis topics presented using R. This guide;
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now require robust techniques for numerical analysis. Covering advanced quantitative techniques, Computational Methods in Finance explains how;
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This unique book provides a comprehensive introduction to computational mathematics, which forms an essential part of modern numerical;
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Here is a book for anyone who would like to become better acquainted with the modern tools of numerical analysis for several significant;
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Driven by concrete computational problems in quantitative finance, this book provides aspiring quant developers with the numerical;
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Numerical Methods in Finance has emerged as a discipline at the intersection of probability theory, finance and numerical analysis. This;
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This book is an introduction to computational mechanics, proceeding from basic computational tools to advanced computational procedures and;
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numerical algorithms. This edition covers all major topics in computational mathematics with a wide range of carefully selected numerical algorithms;
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of Numerical Methods , methods for estimating the efficiency of computational algorithms and problems of their optimality are studied within the;
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Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based;
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Due to the increase in computational power and new discoveries in propagation phenomena for linear and nonlinear waves, the area;
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