Title:
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COMPUTATIONAL FINANCE AND ITS APPLICATIONS
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Volume: |
v. 2 |
By: |
M. Costantino (Editor), C. A. Brebbia (Editor) |
Format: |
Hardback |
List price:
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£228.00 |
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ISBN 10: |
1845641744 |
ISBN 13: |
9781845641740 |
Publisher: |
WIT PRESS |
Pub. date: |
21 June, 2006 |
Series: |
WIT Transactions on Modelling and Simulation No. 43 |
Pages: |
448 |
Description: |
Features papers from the Second International Conference on Computational Finance and its Applications. This text includes papers focussed on areas such as: advanced computing and simulation; derivatives pricing; forecasting, advanced computing and simulation; market analysis, dynamics and simulation; risk management; and more. |
Synopsis: |
In the last two years, several major events have characterised the international financial markets. The most significant one was certainly the explosion of the price of commodities, in particular of oil, which has recently reached a level of 74 dollars. Analysts are now divided on where the markets will go next. Some argue that growth will continue, while others are warning that we could be already in the middle of a new stock market bubble. Computational systems have become increasingly important in many financial applications, such as trading strategy, risk management, derivatives pricing, and many others. At the same time, traditional financial techniques have been constantly improved and developed as a result of the increased power of modern computer systems.Featuring papers from the Second International Conference on Computational Finance and its Applications, the text includes papers focussed on the following areas: financial service technologies in the 21st century; advanced computing and simulation; derivatives pricing; forecasting, advanced computing and simulation; market analysis, dynamics and simulation; portfolio management and asset allocation; risk management; and time series analysis and forecasting. |
Illustrations: |
Illustrations |
Publication: |
UK |
Imprint: |
WIT Press |
Returns: |
Non-returnable |