Computational methods in financial engineering
Subtitle: essays in honour of Manfred Gilli
By: Erricos J. Kontoghiorghes, Berç Rustem, Peter Winker (editors).
Contributors: Gilli, Manfred, 1942-; Kontoghiorghes, Erricos John.; Rustem, Berc.; Winker, Peter.
Publisher: Springer
Published: 2008
Place of publication: Berlin
Language: eng
Number of pages: 425
ISBN-13: 9783540779575
Subjects: Financial engineering; Portfolio management -- Mathematical models; Mathematical optimization; Risk assessment -- Mathematical models
Notes: Includes bibliographical references and index.