Topics in Computational Finance
Joao Zambujal-Oliveira (Editor)University of Madeira, Portugal

Operations Management and Research and Decision SciencesBook Series

Chapter 1  Comparison of the four most common VaR methods in stock and option portfolios  Saldanha, Augusto . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1  

Chapter 2  MultiCorePricer: A Monte-Carlo Pricing Engine for Financial Derivatives  Rodrigues, Andr′e and Moreira, Vitor . . . . . . . . . . . . . . . . . . . . . . . 27  

Chapter 3  The capital structure and its impact on firm value of JSE Securities Exchange listed  companies - Article Summary  Freitas, Emanuel and Santos, Miguel . . . . . . . . . . . . . . . . . . . . . . . 41  

Chapter 4  Enterprise Risk Management Analysis with Suggestions for Improvements for the  Selected Company  Gomes, Cristopher and Freitas, Daniel . . . . . . . . . . . . . . . . . . . . . . 73