Numerical methods and optimization in finance [2nd ed.] (Record no. 560905)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01618 a2200217 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9780128150658 |
| 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 | 624.0681 |
| Item number | G414n2 |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Gilli, Manfred |
| 245 ## - TITLE STATEMENT | |
| Title | Numerical methods and optimization in finance [2nd ed.] |
| Statement of responsibility, etc | Manfred Gilli, Dietmar Maringer and Enrico Schumann |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher | Elsevier |
| Year of publication | 2019 |
| Place of publication | London |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xxiv, 614p |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Computationally-intensive tools play an increasingly important role in financial decisions. Many financial problems-ranging from asset allocation to risk management and from option pricing to model calibration-can be efficiently handled using modern computational techniques. Numerical Methods and Optimization in Finance presents such computational techniques, with an emphasis on simulation and optimization, particularly so-called heuristics. This book treats quantitative analysis as an essentially computational discipline in which applications are put into software form and tested empirically. 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. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Financial engineering |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Mathematical optimization |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Maringer, Dietmar |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Schumann, Enrico |
| 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 | 18/11/2019 | 2 | 8511.60 | 624.0681 G414n2 | A184956 | 10639.50 | Books |