Novel Methods in Computational Finance

• Corporate Author: SpringerLink (Online service)
• Other Authors: Ehrhardt, Matthias (Editor), Günther, Michael (Editor), ter Maten, E. Jan W. (Editor)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Series: Mathematics in Industry, 25
• Subjects: Mathematics.; Partial differential equations.; Game theory.; Economics, Mathematical.; Computer mathematics.; Probabilities.; Partial Differential Equations.; Game Theory, Economics, Social and Behav. Sciences.; Quantitative Finance.; Computational Mathematics and Numerical Analysis.; Probability Theory and Stochastic Processes.

This book discusses the state-of-the-art and open problems in computational finance. It presents a collection of research outcomes and reviews of the work from the STRIKE project, an FP7 Marie Curie Initial Training Network (ITN) project in which academic partners trained early-stage researchers in...