Featuring papers from the Third International Conference on Computational Finance and its Applications, the text includes papers that encompass a wide range of
Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate a
Featuring papers from the Second International Conference on Computational Finance and its Applications, the text includes papers that encompass a wide range of
Arguably the strongest addition to numerical finance of the past decade, Algorithmic Adjoint Differentiation (AAD) is the technology implemented in modern finan
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