A comprehensive text and reference, first published in 2002, on the theory of financial engineering with numerous algorithms for pricing, risk management, and p

This volume investigates algorithmic methods based on machine learning in order to design sequential investment strategies for financial markets. Such sequentia

The book covers a wide range of topics, yet essential, in Computational Finance (CF), understood as a mix of Finance, Computational Statistics, and Mathematics

A complete set of statistical tools for beginning financial analysts from a leading authority Written by one of the leading experts on the topic, An Introductio