Computational Finance with R
DOI10.1007/978-981-19-2008-0zbMath1519.91004MaRDI QIDQ6484729
Publication date: 11 July 2022
Published in: Indian Statistical Institute Series (Search for Journal in Brave)
Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods (including Monte Carlo methods) (91G60) Bayesian inference (62F15) Sampling theory, sample surveys (62D05) Bootstrap, jackknife and other resampling methods (62F40) Monte Carlo methods (65C05) Linear programming (90C05) Numerical methods for integral equations (65R20) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Derivative securities (option pricing, hedging, etc.) (91G20) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Portfolio theory (91G10) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04)
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