Advanced Computational Finance: Stochastic Optimization, Numerical PDEs, and High-Dimensional Risk Modeling

By Vincent Bisette

Reactive Publishing

Advanced Computational Finance is a rigorous guide to the mathematical and numerical methods used in modern quantitative finance. Designed for readers with a foundation in finance, probability, programming, or applied mathematics, this book examines the computational tools used to model uncertainty, optimize financial decisions, and solve complex risk problems.

The book explores stochastic optimization, numerical partial differential equations, dynamic programming, Monte Carlo methods, high-dimensional modeling, and computational techniques for pricing, hedging, portfolio construction, and risk analysis. Rather than treating finance as a collection of formulas, it presents financial modeling as a structured computational discipline where assumptions, algorithms, and numerical stability matter.

Inside, readers will find a detailed treatment of advanced topics including:

Stochastic models for financial uncertainty
Optimization methods for portfolio and decision problems
Numerical PDE techniques for derivative pricing and risk analysis
High-dimensional risk modeling and factor-based approaches
Simulation methods for complex financial systems
Computational frameworks for pricing, hedging, and scenario analysis
Algorithmic approaches to solving finance problems under uncertainty

Written with a technical and professional audience in mind, Advanced Computational Finance is suited for quantitative analysts, financial engineers, graduate students, researchers, and technically skilled finance professionals who want to deepen their understanding of computational methods in modern financial modeling.

This book emphasizes clarity, mathematical discipline, and practical computational structure, making it a useful reference for readers working at the intersection of finance, numerical methods, optimization, and risk.

• Format: Paperback
• Language: English
• ISBN: B0H15PMK3Y
• ISBN13: 9798196176791
• Release Date: May 2026
• Publisher: Independently published
• Length: 479 Pages
• Weight: 1.40 lbs.
• Dimensions: 9.0" x 1.1" x 6.0"