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Tag Archives: simulation
Review of “Numerical Methods and Optimization in Finance” by Gilli, Maringer and Schumann
Previously This book and the associated R package were introduced before. Executive Summary A very nice — and enlightening — discussion of a wide range of topics. Principles The Introduction to the book sets out 5 principles. This is probably the most important part of the book. The principles are: We don’t know much in … Continue reading
Posted in Book review, Quant finance, R language
Tagged heuristic optimization, simulation
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