Handbook of Computational Finance

23.08.2016

Englisch

9783662507070

Springer Berlin

Springer Handbooks of Computational Statistics

Nein

804

Softcover reprint of the original 1st edition 2012

Taschenbuch

Jin-Chuan Duan is the Director of Risk Management Institute at the National University of Singapore (NUS) and concurrently holds the Cycle & Carriage Professorship in Finance at the NUS Business School. Duan received his Ph.D. in Finance from the University of Wisconsin-Madison. He specializes in financial engineering and risk management, and is known for his work on the GARCH option pricing model. Duan is an Academician of Academia Sinica. Wolfgang Karl Härdle is professor of statistics at the Humboldt-Universität zu Berlin and director of C.A.S.E. – the Centre for Applied Statistics and Economics. He teaches quantitative finance and semiparametric statistical methods. His research focuses on dynamic factor models, multivariate statistics in finance and computational statistics. He is an elected ISI member and advisor to the Guanghua School of Management, Peking University and to National Central University, Taiwan.James E. Gentle is University Professor of Computational Statistics at George Mason University. His research interests include Monte Carlo methods and computational finance. He is an elected member of ISI and a Fellow of the American Statistical Association.

Computational Finance, Computational Statistics, Efficient Numerics, Financial Engineering, Price Calibration

PBT - Wahrscheinlichkeitsrechnung und Statistik K - Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management PBKS - Numerische Mathematik KFF - Finanzenwesen und Finanzindustrie

235 mm

15.5 cm