Computational Methods in Finance

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户:ismyaccount
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  Introduction Applied and computational mathematics,in particular numerical PDEs,Monte Carlo methods,and numerical optimization,play a crucial role in solving problems from financial engineering.The talks in this minisymposia cover recent developments in computational methods used in financial problems,with an emphasis on Monte Carlo methods.Some covered topics are uncertainty and robustness of financial models,stratification and importance sampling in credit risk computations,and statistical arbitrage and Monte Carlo simulation.
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