Kniha Implementing Models in Quantitative Finance: Methods and Cases Gianluca Fusai

Implementing Models in Quantitative Finance: Methods and Cases

Jazyk: Angličtina
Väzba: Pevná
Dostupnosť: Skladom u dodávateľa
Odosielame za 10-13 dní
129.81
This book puts numerical methods in action for the purpose of solving practical problems in quantita...

Informácie o knihe

Jazyk
Angličtina
Väzba
Kniha - Pevná
Vydalo
2008
Stránok
607
EAN
9783540223481
ISBN
3540223487
Enbook ID
04333472
Hmotnosť
1188
Rozmery
162 x 239 x 47

Kompletný popis

This book puts numerical methods in action for the purpose of solving practical problems in quantitative finance. The first part develops a toolkit in numerical methods for finance. The second part proposes twenty self-contained cases covering model simulation, asset pricing and hedging, risk management, statistical estimation and model calibration. Each case develops a detailed solution to a concrete problem arising in applied financial management and guides the user towards a computer implementation. The appendices contain "crash courses" in VBA and Matlab programming languages.

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