000			01618 a2200217 4500
020			_a9780128150658
040			_cIIT Kanpur
041			_aeng
082			_a624.0681 _bG414n2
100			_aGilli, Manfred
245			_aNumerical methods and optimization in finance [2nd ed.] _cManfred Gilli, Dietmar Maringer and Enrico Schumann
250			_a2nd ed.
260			_bElsevier _c2019 _aLondon
300			_axxiv, 614p
520			_aComputationally-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			_aFinancial engineering
650			_aMathematical optimization
700			_aMaringer, Dietmar
700			_aSchumann, Enrico
942			_cBK
999			_c560905 _d560905