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010   $a3-319-61282-4
024 7 $a10.1007/978-3-319-61282-9
035   $a(CKB)4100000000586891
035   $a(DE-He213)978-3-319-61282-9
035   $a(MiAaPQ)EBC5050090
035   $a(PPN)204534372
035   $a(EXLCZ)994100000000586891
100   $a20170919d2017      u|         0
101 0 $aeng
135   $aurnn|008mamaa
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aNovel Methods in Computational Finance /$fedited by Matthias Ehrhardt, Michael Günther, E. Jan W. ter Maten
205   $a1st ed. 2017.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2017.
215   $a1 online resource (XVIII, 606 p. 194 illus., 93 illus. in color.) 
225 1 $aThe European Consortium for Mathematics in Industry ;$v25
311   $a3-319-61281-6 
320   $aIncludes bibliographical references and index.
330   $aThis book discusses the state-of-the-art and open problems in computational finance. It presents a collection of research outcomes and reviews of the work from the STRIKE project, an FP7 Marie Curie Initial Training Network (ITN) project in which academic partners trained early-stage researchers in close cooperation with a broader range of associated partners, including from the private sector. The aim of the project was to arrive at a deeper understanding of complex (mostly nonlinear) financial models and to develop effective and robust numerical schemes for solving linear and nonlinear problems arising from the mathematical theory of pricing financial derivatives and related financial products. This was accomplished by means of financial modelling, mathematical analysis and numerical simulations, optimal control techniques and validation of models. In recent years the computational complexity of mathematical models employed in financial mathematics has witnessed tremendous growth. Advanced numerical techniques are now essential to the majority of present-day applications in the financial industry. Special attention is devoted to a uniform methodology for both testing the latest achievements and simultaneously educating young PhD students. Most of the mathematical codes are linked into a novel computational finance toolbox, which is provided in MATLAB and PYTHON with an open access license. The bookoffers a valuable guide for researchers in computational finance and related areas, e.g. energy markets, with an interest in industrial mathematics.
410  0$aThe European Consortium for Mathematics in Industry ;$v25
606   $aPartial differential equations
606   $aGame theory
606   $aEconomics, Mathematical 
606   $aComputer mathematics
606   $aProbabilities
606   $aPartial Differential Equations$3https://scigraph.springernature.com/ontologies/product-market-codes/M12155
606   $aGame Theory, Economics, Social and Behav. Sciences$3https://scigraph.springernature.com/ontologies/product-market-codes/M13011
606   $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062
606   $aComputational Mathematics and Numerical Analysis$3https://scigraph.springernature.com/ontologies/product-market-codes/M1400X
606   $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004
615  0$aPartial differential equations.
615  0$aGame theory.
615  0$aEconomics, Mathematical .
615  0$aComputer mathematics.
615  0$aProbabilities.
615 14$aPartial Differential Equations.
615 24$aGame Theory, Economics, Social and Behav. Sciences.
615 24$aQuantitative Finance.
615 24$aComputational Mathematics and Numerical Analysis.
615 24$aProbability Theory and Stochastic Processes.
676   $a515.353
702   $aEhrhardt$b Matthias$4edt$4http://id.loc.gov/vocabulary/relators/edt
702   $aGünther$b Michael$4edt$4http://id.loc.gov/vocabulary/relators/edt
702   $ater Maten$b E. Jan W$4edt$4http://id.loc.gov/vocabulary/relators/edt
906   $aBOOK
912   $a9910254302303321
996   $aNovel Methods in Computational Finance$91562249
997   $aUNINA