Computational finance

Lars Stentoft

The field of computational finance is evolving ever faster. This book collects a number of novel contributions on the use of computational methods and techniques for modelling financial asset prices, returns, and volatility, and on the use of numerical methods for pricing, hedging, and risk management of financial instruments.

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Year of publication:	2020
Authors:	Stentoft, Lars
Published in:	Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 13.2020, 7/145, p. 1-4
Subject:	asset pricing \| calibration \| derivatives \| hedging \| multivariate models \| risk management \| simulation \| volatility \| Derivat \| Derivative \| Hedging \| Volatilität \| Volatility \| Risikomanagement \| Risk management \| Optionspreistheorie \| Option pricing theory \| Simulation \| Portfolio-Management \| Portfolio selection \| Stochastischer Prozess \| Stochastic process \| CAPM \| Multivariate Analyse \| Multivariate analysis

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Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.3390/jrfm13070145 [DOI] hdl:10419/239234 [Handle]
Source:	ECONIS - Online Catalogue of the ZBW

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