Published November 30, 1998
by Springer .
Written in English
Edition Notes
| Contributions | Apostolos-Paul N. Refenes (Editor), Andrew N. Burgess (Editor), John E. Moody (Editor) |
| The Physical Object | |
|---|---|
| Format | Paperback |
| Number of Pages | 464 |
| ID Numbers | |
| Open Library | OL9903279M |
| ISBN 10 | 0792383095 |
| ISBN 10 | 9780792383093 |
| OCLC/WorldCa | 228292115 |
Decision Technologies for Computational Finance Proceedings of the fifth International Conference Computational Finance Series: Advances in Computational Management Science, Vol. 2. Decision technologies for computational finance: proceedings of the Fifth International Conference Computational Finance Author: Apostolos-Paul Refenes ; Andrew N Burgess . Decision technologies for computational finance: proceedings of the fifth International Conference Computational Finance. [Apostolos-Paul Refenes; Andrew N Burgess; John E Moody;] -- This volume contains selected papers that were presented at the International Conference COMPUTATIONAL FINANCE held at London Business School on . Challenges with computational decision making. All models are wrong but some are useful; as such, the real challenge with computational decision making is that the model is so wrong that it is no longer of the problems associated with these techniques include dangerous assumptions regarding the nature of variables (e.g. Linearity, Stationarity, and Normality) as .
The A B C of finance or The money and labor questions familiarly explained to common people. This book covers the following topics: What Society does for the Laborer, Capital and Labor, Starvation Wages, One Dollar, Value cannot be given by Government, The Value of Paper Money, Why has the Greenback any Value, The Mystery of Money, Evil of a Depreciating . Principal component analysis for modeling multi-currency portfolios, in A. S. Weigend, Y. S. Abu-Mostafa and A.-P. N. Refenes (eds), Decision Technologies for Financial Engineering (Proceedings of the Fourth International Conference on Neural Networks in the Capital Markets, NNCM), World Scientific, Singapore, pp. –Cited by: The central theme of the book is the market-based valuation of plain vanilla and more complex options. It covers from scratch all theoretical elements and numerical approaches needed in this context, such as risk-neutral valuation, complete market models, Fourier pricing, American option pricing by Monte Carlo simulation, stochastic volatility and jump-diffusion models, calibration of . The group focuses on Open Source technologies for Financial Data Science, Algorithmic Trading and Computational Finance. It also provides data, financial and derivatives analytics software (cf. Quant Platform and DX Analytics) as well as consulting services and Python for Finance trainings.
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