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vicnic
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Book on computational finance

May 8th, 2013, 12:24 pm

I was looking for a book for a overview on the developments for computational finance, which is accessible not only to professionals. I found this one from Gerstner and Kloeden, but is it worth it? Can someone recommend it? Does anyone know other publications on that topic?
 
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QuantCentral
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Joined: January 24th, 2013, 9:16 pm

Book on computational finance

May 8th, 2013, 4:17 pm

You may want to introduce your background so that others can make appropriate recommendations.
 
frolloos
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Joined: September 27th, 2007, 5:29 pm
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Book on computational finance

May 8th, 2013, 5:57 pm

QuoteOriginally posted by: QuantCentralYou may want to introduce your background so that others can make appropriate recommendations.Not sure if this is the appropriate place to ask, but why is the subscription fee N/A on QuantCentral? Is there only an initial payment?
Last edited by frolloos on May 7th, 2013, 10:00 pm, edited 1 time in total.
 
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QuantCentral
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Book on computational finance

May 9th, 2013, 8:23 am

QuoteOriginally posted by: frolloosQuoteOriginally posted by: QuantCentralYou may want to introduce your background so that others can make appropriate recommendations.Not sure if this is the appropriate place to ask, but why is the subscription fee N/A on QuantCentral? Is there only an initial payment?Yes, currently, there is only an initial payment, no recurring subscription fees.
 
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vicnic
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Book on computational finance

May 10th, 2013, 6:43 am

I am working as a consultant in a small business consultancy in Hamburg. I am not an expert in financial mathematics but need an accessible overview on the current developments on that topic, because my client base is growing to that sector, especially energy & commodidity risk management and market risk. I just want to be up to date for the computational finance aspects in that sectors.
 
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QuantCentral
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Book on computational finance

May 13th, 2013, 1:39 pm

QuoteOriginally posted by: vicnicI am working as a consultant in a small business consultancy in Hamburg. I am not an expert in financial mathematics but need an accessible overview on the current developments on that topic, because my client base is growing to that sector, especially energy & commodidity risk management and market risk. I just want to be up to date for the computational finance aspects in that sectors.Not sure if any books exist in the market that provide an overview on the current development of computational finance, but I would recommend this book to you.Implementing models in quantitative finance: methods and cases By Gianluca. Fusai, Andrea. RoncoronIt surveys a wide range of numerical methods used in computational finance, plus a number of interesting applications of them, including electricity pricing. You can also find a few books focused on energy & commodity risk management toward the bottom of this page.