Computational Finance Book by Armin Varmaz - Bookswagon
Computational Finance

Computational Finance


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About the Book

Das vorliegende Buch gibt eine umfassende Einführung in Grundlagen, Methoden und praktische Anwendungen des Computational Finance (CF). Es vermittelt lehrbuchartig die Umsetzung und den Einsatz statistischer und numerischer Methoden unter Verwendung von Matlab, Octave und Freemat. Besondere Schwerpunkte bilden Optimierungsmethoden sowie Prognose- und Simulationstechniken. Jedes Kapitel beinhaltet mehrere CF-basierte Fallstudien z.B. aus der Portfolioplanung, der Risikoschätzung oder der Portfolio Insurance. Alle Fallstudien lassen sich anhand beigefügter Demo-Codes selbstständig nacharbeiten. Das Buch will primär grundlegende Fähigkeiten in der Programmierung und beim Einsatz des CF entwickeln. Es richtet sich vorrangig an Studierende im fortgeschrittenen Bachelor- und Masterstudium, ist aber für Praktiker gleichermaßen geeignet. Die Inhalte und Beispiele basieren auf zahlreichen Praxis-Seminaren und aus der Umsetzung in Industrieprojekten, sodass Fragen der praktischen Anwendung trotz des Einführungscharakters im zentralen Fokus stehen. Dabei werden stets die theoretischen Grundlagen kompakt zusammengefasst, deren Umsetzung im Matlab, Octave oder Freemat aufgezeigt und schließlich der Einsatz an praktischen Beispielen demonstriert.
About the Author: Prof. Dr. Thorsten Poddig ist Inhaber des Lehrstuhls für Allgemeine Betriebswirtschaftslehre, insb. Finanzwirtschaft an der Universität Bremen.


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Product Details
  • ISBN-13: 9783734754760
  • Publisher: Books on Demand
  • Publisher Imprint: Books on Demand
  • Height: 246 mm
  • No of Pages: 628
  • Spine Width: 32 mm
  • Weight: 1155 gr
  • ISBN-10: 3734754763
  • Publisher Date: 13 Aug 2019
  • Binding: Paperback
  • Language: German
  • Returnable: N
  • Sub Title: Eine Matlab, Octave und Freemat basierte Einführung
  • Width: 189 mm


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