Catálogo de publicaciones - libros
Nonstandard Analysis
Martin Väth
Resumen/Descripción – provisto por la editorial
No disponible.
Palabras clave – provistas por la editorial
Analysis
Disponibilidad
| Institución detectada | Año de publicación | Navegá | Descargá | Solicitá |
|---|---|---|---|---|
| No detectada | 2007 | SpringerLink |
Información
Tipo de recurso:
libros
ISBN impreso
978-3-7643-7773-1
ISBN electrónico
978-3-7643-7774-8
Editor responsable
Springer Nature
País de edición
Reino Unido
Fecha de publicación
2007
Información sobre derechos de publicación
© Birkhäuser Basel 2007
Cobertura temática
Tabla de contenidos
Preliminaries
Martin Väth
The pricing of a portfolio of financial instruments is a common and important computational problem in financial engineering. In addition to pricing, a portfolio or risk manager may be interested in determining an effective hedging strategy, computing the value at risk, or valuing the portfolio under several different scenarios. Because of the size of many practical portfolios and the complexity of modern financial instruments the computing time to solve these problems can be several hours. We demonstrate a powerful and practical method for solving these problems on clusters using web services.
Pp. 1-21
Nonstandard Models
Martin Väth
The pricing of a portfolio of financial instruments is a common and important computational problem in financial engineering. In addition to pricing, a portfolio or risk manager may be interested in determining an effective hedging strategy, computing the value at risk, or valuing the portfolio under several different scenarios. Because of the size of many practical portfolios and the complexity of modern financial instruments the computing time to solve these problems can be several hours. We demonstrate a powerful and practical method for solving these problems on clusters using web services.
Pp. 23-57
Nonstandard Real Analysis
Martin Väth
The pricing of a portfolio of financial instruments is a common and important computational problem in financial engineering. In addition to pricing, a portfolio or risk manager may be interested in determining an effective hedging strategy, computing the value at risk, or valuing the portfolio under several different scenarios. Because of the size of many practical portfolios and the complexity of modern financial instruments the computing time to solve these problems can be several hours. We demonstrate a powerful and practical method for solving these problems on clusters using web services.
Pp. 59-102
Enlargements and Saturated Models
Martin Väth
The pricing of a portfolio of financial instruments is a common and important computational problem in financial engineering. In addition to pricing, a portfolio or risk manager may be interested in determining an effective hedging strategy, computing the value at risk, or valuing the portfolio under several different scenarios. Because of the size of many practical portfolios and the complexity of modern financial instruments the computing time to solve these problems can be several hours. We demonstrate a powerful and practical method for solving these problems on clusters using web services.
Pp. 103-124
Functionals, Generalized Limits, and Additive Measures
Martin Väth
The pricing of a portfolio of financial instruments is a common and important computational problem in financial engineering. In addition to pricing, a portfolio or risk manager may be interested in determining an effective hedging strategy, computing the value at risk, or valuing the portfolio under several different scenarios. Because of the size of many practical portfolios and the complexity of modern financial instruments the computing time to solve these problems can be several hours. We demonstrate a powerful and practical method for solving these problems on clusters using web services.
Pp. 125-147
Nonstandard Topology and Functional Analysis
Martin Väth
The pricing of a portfolio of financial instruments is a common and important computational problem in financial engineering. In addition to pricing, a portfolio or risk manager may be interested in determining an effective hedging strategy, computing the value at risk, or valuing the portfolio under several different scenarios. Because of the size of many practical portfolios and the complexity of modern financial instruments the computing time to solve these problems can be several hours. We demonstrate a powerful and practical method for solving these problems on clusters using web services.
Pp. 149-196
Miscellaneous
Martin Väth
The pricing of a portfolio of financial instruments is a common and important computational problem in financial engineering. In addition to pricing, a portfolio or risk manager may be interested in determining an effective hedging strategy, computing the value at risk, or valuing the portfolio under several different scenarios. Because of the size of many practical portfolios and the complexity of modern financial instruments the computing time to solve these problems can be several hours. We demonstrate a powerful and practical method for solving these problems on clusters using web services.
Pp. 197-209