Edited By Mark Broadie
The only publication devoted exclusively to applied computational research. It focuses on the latest advances in computational techniques in the pricing, hedging and risk management of financial instruments. It features innovative research on numerical solutions of pricing equations, simulation approaches, optimisation techniques and developments in free-boundary problems in finance.
SPECIFICATIONS
Book Size: 170mm x 245mm
Pages: Various
ISSN: 1460-1559 (Print) and 1755-2850 (Online)
Binding: Paperback Journal
Format:
QUOTES
*For the subscription rate above you will receive 4 quarterly hard-copy issues of the journal plus online access to our full archive library of research papers. Individual papers are available on a pay-per-view basis from the past papers archive at www.journalofcomputationalfinance.com
Discounts are available for recognised academic institutions, click here for more information.
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AUTHOR BIOGRAPHY
Editor-in-Chief:Mark Broadie, Columbia University
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CONTRIBUTORS
Associate Editors: *Leif Andersen,Banc of America Securities New York; * * Peter Carr,Bloomberg New York; * * M.A.H. Dempster,University of Cambridge; * * Darrell Duffie,Stanford University; * * Peter Forsyth, University of Waterloo; * * Mike Giles, Oxford University; * * Paul Glasserman, Columbia University; * * Jonathan Goodman, New York University; * * Desmond J. Higham, University of Strathclyde; * * Farshid Jamshidian, NIB Capital Bank London; * * Yuying Li, University of Waterloo; * * Andrew Lo, Massachusetts Institute of Technology; * * Cornelis W. Oosterlee, Delft University of Technology; * * Vladimir V. Piterbarg, Barclays Capital London; * * Chris Rogers, Cambridge University UK; * * John Schoenmakers, Weierstrass Institute Berlin; * * Kenneth Singleton, Stanford University; * * Reha Tutuncu, Goldman Sachs New York; * * Kenneth Vetzal, University of Waterloo; * * Nancy Wallace, University of California Berkeley;
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