Financial Modelling - Theory, Implementation and Practice with MATLAB Source

Name: Financial Modelling - Theory, Implementation and Practice with MATLAB Source
Brand: John Wiley & Sons Inc
SKU: 9780470744895
Price: 88.82 EUR
Availability: InStock

Autor: Joerg Kienitz

Jazyk:

Väzba: Pevná

Vydavateľ: John Wiley & Sons Inc

Dostupnosť: Skladom u dodávateľa

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88.82 €

This book will enable the reader to model, design and implement a range of financial models for deri...

Informácie o knihe

Autor

Joerg Kienitz

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2012

Stránok

734

EAN

9780470744895

ISBN

9780470744895

Enbook ID

01234503

Vydavateľ

John Wiley & Sons Inc

Hmotnosť

1386

Rozmery

176 x 249 x 45

Kompletný popis

This book will enable the reader to model, design and implement a range of financial models for derivatives pricing and asset allocation. The book will provide practitioners with the complete financial modeling workflow, from model choice, deriving (semi-) analytic approximate prices and Greeks even for exotic options. Such methods can be used for calibration to market data. Furthermore, Monte Carlo simulation techniques are covered which can be applied to multi-dimensional and path dependent options or some asset allocation problems.§Equity/Equity-Interest Rate Hybrid models, Interest Rate models and Asset Allocation are used as examples showing specific models with analysis of their features. The authors then go on to show how to price simple options and how to calibrate the models to real life market data and finally they discuss the pricing of exotic options. At the end of these sections the reader will be able to use the techniques discussed for equity derivatives and interest rate models in other areas of finance such as foreign exchange and inflation.

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Financial Modelling - Theory, Implementation and Practice with MATLAB Source

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