High-performance computing in finance : M.A.H. Dempster . . . [et al.] - Boca Raton, Fla. : CRC Press, 2020 - xxi, 614 p. : ill., charts ; 24 cm. - Chapman and Hall/CRC financial mathematics series .

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 firms.

Includes bibliographical references and indexes

9780367835798 : £ 1050.00 ( 12 vol. set))


Finance--Mathematical models
Finance--Data processing

R.R. 332.015118 / H 537