1.

Record Nr.

UNICAMPANIAVAN00279176

Autore

Sen, Rituparna

Titolo

Computational Finance with R / Rituparna Sen, Sourish Das

Pubbl/distr/stampa

Singapore, : Springer, : Indian Statistical Institute, 2023

Descrizione fisica

xiii, 353 p. : ill. ; 24 cm

Altri autori (Persone)

Das, Sourish

Soggetti

62-XX - Statistics [MSC 2020]

62D05 - Sampling theory, sample surveys [MSC 2020]

62F15 - Bayesian inference [MSC 2020]

62F40 - Bootstrap, jackknife and other resampling methods [MSC 2020]

62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]

65-XX - Numerical analysis [MSC 2020]

65C05 - Monte Carlo methods [MSC 2020]

65M06 - Finite difference methods for initial value and initial-boundary value problems involving PDEs [MSC 2020]

65R20 - Numerical methods for integral equations [MSC 2020]

90C05 - Linear programming [MSC 2020]

91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]

91G10 - Portfolio theory [MSC 2020]

91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020]

91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020]

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia