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    Computational Finance

    Posted By: AvaxGenius
    Computational Finance

    Computational Finance by Lars Stentoft
    English | PDF | 2020 | 260 Pages | ISBN : 3039369660 | 17 MB

    In a Special Issue of the Journal of Risk and Financial Management, there was a call for contributions within the broad topic of Computational Finance. The topic includes novel research on the use of computational methods and techniques for modelling financial asset prices, returns, and volatility, and in the pricing, hedging, and risk management of financial instruments. Theoretical and empirical articles on the application of novel computational techniques in estimation, simulation, optimization, and calibration with applications to asset pricing, derivative valuation, hedging, and risk management were welcomed and contributions focusing on multivariate or high-dimensional applications in today’s complex world, novel measures of financial risk, and other types of risks implied from derivative markets, and on the use of high- frequency data of all sorts, were especially encouraged.
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