WorldCat Identities

Cesarone, Francesco

Overview
Works: 6 works in 15 publications in 1 language and 123 library holdings
Roles: Author, Editor, Other
Publication Timeline
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Most widely held works by Francesco Cesarone
Computational finance MATLAB oriented modeling by Francesco Cesarone( )

10 editions published between 2020 and 2021 in English and held by 113 WorldCat member libraries worldwide

"Computational Finance is increasingly important in the financial industry, as a necessary instrument for applying theoretical models to real-world challenges. Indeed, many models used in practice involve complex mathematical problems, for which an exact or a closed-form solution is not available. Consequently, we need to rely on computational techniques and specific numerical algorithms. This book combines theoretical concepts with practical implementation. Furthermore, the numerical solution of models is exploited, both to enhance the understanding of some mathematical and statistical notions, and to acquire sound programming skills in MATLABĀ®, which is useful for several other programming languages also. The material assumes the reader has a relatively limited knowledge of mathematics, probability and statistics. Hence, the book contains a short description of the fundamental tools needed to address the two main fields of quantitative finance: portfolio selection and derivatives pricing. Both fields are developed here, with a particular emphasis on portfolio selection, where the author includes an overview of recent approaches. The book gradually takes the reader from a basic to medium level of expertise by using examples and exercises to simplify the understanding of complex models in Finance, giving them the ability to place financial models in a computational setting. The book is ideal for courses focusing on quantitative finance, asset management, mathematical methods for economics and finance, investment banking, and corporate finance"--
An optimization-diversification approach to portfolio selection by Francesco Cesarone( )

1 edition published in 2019 in English and held by 2 WorldCat member libraries worldwide

Linear vs. quadratic portfolio selection models with hard real-world constraints by Francesco Cesarone( )

1 edition published in 2014 in English and held by 2 WorldCat member libraries worldwide

Approximating exact expected utility via portfolio efficient frontiers by Alessandra Carleo( )

1 edition published in 2017 in English and held by 2 WorldCat member libraries worldwide

Minimum risk versus capital and risk diversification strategies for portfolio construction by Francesco Cesarone( )

1 edition published in 2017 in English and held by 2 WorldCat member libraries worldwide

Equal Risk Bounding is better than Risk Parity for portfolio selection by Francesco Cesarone( )

1 edition published in 2016 in English and held by 2 WorldCat member libraries worldwide

 
Audience Level
0
Audience Level
1
  Kids General Special  
Audience level: 0.61 (from 0.58 for Computatio ... to 0.97 for Computatio ...)

Computational finance MATLAB oriented modeling
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Languages
English (15)