Artikel

Computational finance

The field of computational finance is evolving ever faster. This book collects a number of novel contributions on the use of computational methods and techniques for modelling financial asset prices, returns, and volatility, and on the use of numerical methods for pricing, hedging, and risk management of financial instruments.

Language
Englisch

Bibliographic citation
Journal: Journal of Risk and Financial Management ; ISSN: 1911-8074 ; Volume: 13 ; Year: 2020 ; Issue: 7 ; Pages: 1-4 ; Basel: MDPI

Classification
Wirtschaft
Subject
asset pricing
calibration
derivatives
hedging
multivariate models
risk management
simulation
volatility

Event
Geistige Schöpfung
(who)
Stentoft, Lars
Event
Veröffentlichung
(who)
MDPI
(where)
Basel
(when)
2020

DOI
doi:10.3390/jrfm13070145
Handle
Last update
10.03.2025, 11:42 AM CET

Data provider

This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.

Object type

  • Artikel

Associated

  • Stentoft, Lars
  • MDPI

Time of origin

  • 2020

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