High-Performance Computing in Finance

Author : Erik Vynckier,M. A. H. Dempster

Paperback

Published : Wednesday 30 September 2020

ISBN : 9780367657345

Price : €58.49

Description

Intended for practitioners, researchers and graduate students in quantitative finance, computer science and related fields, this book serves as a handbook for design and implementation of financial models with relevant numerical methods on different HPC platforms in banks, insurance companies, pensions, asset-management companies and trading fir

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