<p>Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli<br/>By Erricos J. Kontoghiorghes, Berc Rustem, Peter Winker</p><p>--------------------------------------------------------------------------------<br/>Publisher:   Springer <br/>Number Of Pages:   425 <br/>Publication Date:   2008-04-07 <br/>ISBN-10 / ASIN:   3540779574 <br/>ISBN-13 / EAN:   9783540779575 <br/> -------------------------------------------------------------------------------</p><p> </p><p> </p><p>Product Description: </p><p>Computational models and methods are central to the analysis of economic and financial </p><p>decisions. Simulation and optimisation are widely used as tools of analysis, modelling and </p><p>testing. The focus of this book is the development of computational methods and analytical </p><p>models in financial engineering that rely on computation. The book contains eighteen </p><p>chapters written by leading researchers in the area on portfolio optimization and option </p><p>pricing; estimation and classification; banking; risk and macroeconomic modelling. It </p><p>explores and brings together current research tools and will be of interest to researchers, </p><p>analysts and practitioners in policy and investment decisions in economics and finance.</p><p><br/> </p><br/>