Handbook of computational finance

This handbook is the fourth in the Springer Handbooks of Computational Statistics series. The first handbook in the series, published in 2004, was on concepts and fundamentals. It had thirty expository chapters, written by experts invarious subfields of computational statistics. The chapters, which were organized into statistical computing, statistical methodology, and applications, covered a wide range of topics and took the reader from the basic concepts to the current research trends. The handbook on concepts and fundamentals set the stage for future handbooks that will go more deeply into the various subfields of computational statistics. These handbooks will each be organized around either a specific class of theory and methods, or else around a specific area of application. Two subsequent handbooks on specific topics in computational statistics have appeared, one on visualization and one on partial least squares. The development of the field of computational statistics has been rather fragmented. We hope that the articles in this handbook series can provide a more unified framework for the field. The current handbooks in the Springer Handbooks of Computational Statistics, published by Springer in Berlin, Heidelberg, and New York are the following.• Handbook of Computational Statistics. Concepts and Methods , edited by James E., Gentle, Wolfgang Härdle, and Yuichi Mori (2004).• Handbook of Data Visualization , edited by Chen, Chun-houh, Wolfgang Härdle, and Antony Unwin (2008). • Handbook of Partial Least Squares. Concepts, Methods and Applications in Marketing and Related Fields, edited by Vincenco Esposito Vinzi, Wynne W. Chin, Jörg Henseler, Huiwen Wang (2009). Modern financial Tools. Computianal efficient algorithms. Pricing of complex products. Risk behavior. Pricing kernels. INDICE: Introduction. Pricing Models. Statistical Inference in Financial Models. Computational Methods. Software Tools. Possible further Topics: Realized Volatility/High Frequency Data.-Microstructure Empirical Analysis. Option Pricing. GARCH and Diffusion Jump Limits. Interest Rate Derivatives.

• ISBN: 978-3-642-17253-3
• Editorial: Springer Berlin Heidelberg
• Encuadernacion: Cartoné
• Páginas: 850
• Fecha Publicación: 28/01/2011
• Nº Volúmenes: 1
• Idioma: Inglés