{"product_id":"9789814436441","title":"Recent Developments In Computational Finance: Foundations, Algorithms And Applications: Foundations, Algorithms and Applications","description":"\u003cp\u003eComputational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys of recent developments in the field written by leading international experts. These  make  the subject accessible to a wide readership  in academia and financial businesses.\u003c\/p\u003e\u003cp\u003eThe book consists of 13 chapters divided into 3 parts: foundations, algorithms and applications. Besides  surveys of existing results, the book contains many new  previously unpublished results.\u003c\/p\u003e\u003cb\u003eContents:\u003c\/b\u003e\u003cul\u003e\n\u003cli\u003e\n\u003cb\u003e\u003ci\u003eFoundations:\u003c\/i\u003e\u003c\/b\u003e\u003cul\u003e\n\u003cli\u003eMultilevel Monte Carlo Methods for Applications in Finance \u003ci\u003e(Mike Giles and Lukasz Szpruch)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eConvergence of Numerical Methods for SDEs in Finance \u003ci\u003e(Peter Kloeden and Andreas Neuenkirch)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eInverse Problems in Finance \u003ci\u003e(J Baumeister)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eAsymptotic and Non Asymptotic Approximations for Option Valuation \u003ci\u003e(R Bompis and E Gobet)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cb\u003e\u003ci\u003eAlgorithms:\u003c\/i\u003e\u003c\/b\u003e\u003cul\u003e\n\u003cli\u003eDiscretization of Backward Stochastic Volterra Integral Equations \u003ci\u003e(Christian Bender and Stanislav Pokalyuk)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eSemi-Lagrangian Schemes for Parabolic Equations \u003ci\u003e(Kristian Debrabant and Espen Robstad Jakobsen)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eDerivative-Free Weak Approximation Methods for Stochastic Differential Equations \u003ci\u003e(Kristian Debrabant and Andreas Röβler)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eWavelet Solution of Degenerate Kolmogoroff Forward Equations \u003ci\u003e(Oleg Reichmann and Christoph Schwab)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eRandomized Multilevel Quasi-Monte Carlo Path Simulation \u003ci\u003e(Thomas Gerstner and Marco Noll)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cb\u003e\u003ci\u003eApplications:\u003c\/i\u003e\u003c\/b\u003e\u003cul\u003e\n\u003cli\u003eDrift-Free Simulation Methods for Pricing Cross-Market Derivatives with LMM \u003ci\u003e(J L Fernández, M R Nogueiras, M Pou and C Vázquez)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eApplication of Simplest Random Walk Algorithms for Pricing Barrier Options \u003ci\u003e(M Krivko and M V Tretyakov)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eCoupling Local Currency Libor Models to FX Libor Models \u003ci\u003e(John Schoenmakers)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eDimension-Wise Decompositions and Their Efficient Parallelization \u003ci\u003e(Philipp Schröder, Peter Mlynczak and Gabriel Wittum)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e\u003cbr\u003e\u003cb\u003eReadership:\u003c\/b\u003e Graduate students and researchers in finance, engineering and operations research.\u003cbr\u003e","brand":"World Scientific Publishing Company, Incorporated","offers":[{"title":"Default Title","offer_id":47185221157104,"sku":"9789814436441","price":54.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0737\/7593\/9824\/files\/9789814436441_p0.jpg?v=1763691012","url":"https:\/\/shop-qa.barnesandnoble.com\/products\/9789814436441","provider":"Barnes \u0026 Noble (DEV)","version":"1.0","type":"link"}