Computational Finance
DOI10.2991/978-94-6239-070-6zbMath1309.91001OpenAlexW4213377213MaRDI QIDQ2877054
Publication date: 21 August 2014
Published in: Atlantis Studies in Computational Finance and Financial Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2991/978-94-6239-070-6
tradestocksBrownian motionMonte Carlo simulationcorrelationsportfolio optimizationfinancial engineeringcausalitiesoptimization heuristics in financeoutline financeportfolios and collective investmentprice and indicesprice and value of stocksrisk-neutral valuation principlestatistics of financial time seriestime series models in finance
Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Monte Carlo methods (65C05) Economic time series analysis (91B84) Applications of mathematical programming (90C90) Approximation methods and heuristics in mathematical programming (90C59) Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Portfolio theory (91G10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04)
Uses Software
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