(Ebook PDF) Numerical Methods and Optimization in Finance 2nd edition by Manfred Gilli, Dietmar Maringer, Enrico Schumann BA in Economics and Law MSC in Economics PhD in Econometrics 0128150653 978-0128150658 full chapters

Numerical Methods and Optimization in Finance 2nd edition by Manfred Gilli, Dietmar Maringer, Enrico Schumann BA in Economics and Law MSC in Economics PhD in Econometrics – Ebook PDF Instant Download/DeliveryISBN: 0128150653, 978-0128150658

Full download Numerical Methods and Optimization in Finance 2nd edition after payment.

 

Product details:

ISBN-10 : 0128150653

ISBN-13 : 978-0128150658

Author: Manfred Gilli, Dietmar Maringer, Enrico Schumann BA in Economics and Law MSC in Economics PhD in Econometrics

This revised edition includes two new chapters, a self-contained tutorial on implementing and using heuristics, and an explanation of software used for testing portfolio-selection models. Postgraduate students, researchers in programs on quantitative and computational finance, and practitioners in banks and other financial companies can benefit from this second edition of Numerical Methods and Optimization in Finance.

 

Numerical Methods and Optimization in Finance 2nd Table of contents:

Chapter One. Introduction

Publisher Summary

1.1 About this book

1.2 Principles

1.3 On software

1.4 On approximations and accuracy

1.5 Summary: the theme of the book

Part One: Fundamentals

Chapter Two. Numerical Analysis in a Nutshell

Publisher Summary

2.1 Computer Arithmetic

2.2 Measuring Errors

2.3 Approximating Derivatives with Finite Differences

2.4 Numerical Instability and Ill-Conditioning

2.5 Condition Number of a Matrix

2.6 A Primer on Algorithmic and Computational Complexity

2.A Operation Count for Basic Linear Algebra Operations

Chapter Three. Linear Equations and Least Squares Problems

Publisher Summary

3.1 Direct Methods

3.2 Iterative Methods

 

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