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Computational Finance: A Scientific Perspective
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Computational Finance: A Scientific Perspective

Book Details

Format Hardback or Cased Book
ISBN-10 9810244967
ISBN-13 9789810244965
Publisher World Scientific Publishing Co Pte Ltd
Imprint World Scientific Publishing Co Pte Ltd
Country of Manufacture GB
Country of Publication GB
Publication Date Dec 7th, 2000
Print length 342 Pages
Ksh 15,300.00
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This text outlines the epistemic risks associated with the current valuations of different financial instruments and discusses the corresponding risk management strategies. It covers most of the research and practical areas in computational finance.
Computational finance deals with the mathematics of computer programs that realize financial models or systems. This book outlines the epistemic risks associated with the current valuations of different financial instruments and discusses the corresponding risk management strategies. It covers most of the research and practical areas in computational finance. Starting from traditional fundamental analysis and using algebraic and geometric tools, it is guided by the logic of science to explore information from financial data without prejudice. In fact, this book has the unique feature that it is structured around the simple requirement of objective science: the geometric structure of the data = the information contained in the data.

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