Computational Finance

A Scientific Perspective

Cornelis A Los (Univ Of Lethbridge, Canada)

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Hardback

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English

World Scientific Publishing Co Pte Ltd
07 December 2000

Finance; Accounting software; Computer science

Computational finance deals with the mathematics of computer programs that realize financial models or systems. This text outlines the epistemic risks associated with the current valuations of different financial instruments and discusses the corresponding risk management strategies. It covers most of the research and practical areas in computational finance. Starting from traditional fundamental analysis and using algebraic and geometric tools, it is guided by the logic of science to explore information from financial data without prejudice. It is structured around the simple requirement of objective science: the geometric structure of the data = the information contained in the data.

By: Cornelis A Los (Univ Of Lethbridge Canada)
Imprint: World Scientific Publishing Co Pte Ltd
Country of Publication: Singapore
Dimensions: Height: 224mm, Width: 162mm, Spine: 23mm
Weight: 553g
ISBN: 9789810244965
ISBN 10: 9810244967
Pages: 340
Publication Date: 07 December 2000
Audience: College/higher education , Professional and scholarly , Professional & Vocational , A / AS level , Further / Higher Education
Replaced By: 9789812813824
Format: Hardback
Publisher's Status: Active

A scientific perspective; capital budgeting and analytic formulas; fundamental security valuation; analysis of inexact data I; analysis of inexact data II; optimal portfolio formation; systematic financial risk analysis; complete valuation and dynamic risk theory; option pricing I; option pricing II; bond portfolio valuation and management; forwards and futures; swaps; multi-currency investments and exact performance attribution.