Novel methods in computational finance (Record no. 558392)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02322 a2200241 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20180116154432.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 180116b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9783319612812 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | IIT Kanpur |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.0285 |
| Item number | N856 |
| 245 ## - TITLE STATEMENT | |
| Title | Novel methods in computational finance |
| Statement of responsibility, etc | edited by Matthias Ehrhardt, Michael Gunther and E. Jan W. ter Maten |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher | Springer |
| Year of publication | 2017 |
| Place of publication | Switzerland |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xviii, 606p |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Mathematics in industry |
| 490 ## - SERIES STATEMENT | |
| Series statement | / edited by Hans George Bock; v.25 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | This book discusses the state-of-the-art and open problems in computational finance. It presents a collection of research outcomes and reviews of the work from the STRIKE project, an FP7 Marie Curie Initial Training Network (ITN) project in which academic partners trained early-stage researchers in close cooperation with a broader range of associated partners, including from the private sector.<br/><br/>The aim of the project was to arrive at a deeper understanding of complex (mostly nonlinear) financial models and to develop effective and robust numerical schemes for solving linear and nonlinear problems arising from the mathematical theory of pricing financial derivatives and related financial products. This was accomplished by means of financial modelling, mathematical analysis and numerical simulations, optimal control techniques and validation of models.<br/><br/>In recent years the computational complexity of mathematical models employed in financial mathematics has witnessed tremendous growth. Advanced numerical techniques are now essential to the majority of present-day applications in the financial industry.<br/><br/>Special attention is devoted to a uniform methodology for both testing the latest achievements and simultaneously educating young PhD students. Most of the mathematical codes are linked into a novel computational finance toolbox, which is provided in MATLAB and PYTHON with an open access license. The book offers a valuable guide for researchers in computational finance and related areas, e.g. energy markets, with an interest in industrial mathematics. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Finance -- Mathematical models |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Ehrhardt, Matthias [ed.] |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Gunther, Michael [ed.] |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Maten, E. Jan W. ter [ed.] |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Cost, replacement price | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| General Stacks | PK Kelkar Library, IIT Kanpur | PK Kelkar Library, IIT Kanpur | 12/01/2018 | 2 | 7400.65 | 332.0285 N856 | A183395 | 9867.54 | Books |