| Description |
1 online resource (637 pages) |
| Series |
Chapman and Hall/CRC Financial Mathematics Series |
|
Chapman & Hall/CRC financial mathematics series.
|
| Contents |
Cover; Half Title; Title Page; Copyright Page; Contents; Editors; Contributors; Introduction; I: Computationally Expensive Problems in the Financial Industry; 1. Computationally Expensive Problems in Investment Banking; 2. Using Market Sentiment to Enhance Second-Order Stochastic Dominance Trading Models; 3. The Alpha Engine: Designing an Automated Trading Algorithm; 4. Portfolio Liquidation and Ambiguity Aversion; 5. Challenges in Scenario Generation: Modeling Market and Non-Market Risks in Insurance; II: Numerical Methods in Financial High-Performance Computing (HPC) |
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6. Finite Difference Methods for Medium- and High-Dimensional Derivative Pricing PDEs7. Multilevel Monte Carlo Methods for Applications in Finance; 8. Fourier and Wavelet Option Pricing Methods; 9. A Practical Robust Long-Term Yield Curve Model; 10. Algorithmic Differentiation; 11. Case Studies of Real-Time Risk Management via Adjoint Algorithmic Differentiation (AAD); 12. Tackling Reinsurance Contract Optimization by Means of Evolutionary Algorithms and HPC; 13. Evaluating Blockchain Implementation of Clearing and Settlement at the IATA Clearing House |
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III: HPC Systems: Hardware, Software, and Data with Financial Applications14. Supercomputers; 15. Multiscale Dataflow Computing in Finance; 16. Manycore Parallel Computation; 17. Practitionerâ#x80;#x99;s Guide on the Use of Cloud Computing in Finance; 18. Blockchains and Distributed Ledgers in Retrospective and Perspective; 19. Optimal Feature Selection Using a Quantum Annealer; Index |
| Notes |
Print version record |
| Subject |
Finance.
|
|
Finance -- Mathematical models.
|
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finance.
|
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Finance -- Data processing
|
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Finance -- Mathematical models
|
| Form |
Electronic book
|
| Author |
Kanniainen, Juho
|
|
Keane, John
|
|
Vynckier, Erik
|
| ISBN |
9781482299670 |
|
1482299674 |
|
