Implementing Models in Quantitative Finance: Methods and Cases

Name: Implementing Models in Quantitative Finance: Methods and Cases
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783540223481
Price: 2970 CZK
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Autor: Gianluca Fusai, Andrea Roncoroni

Jazyk:

Vazba: Pevná

Vydavatel: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Dostupnost: Skladem u dodavatele

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This book puts numerical methods in action for the purpose of solving practical problems in quantita...

Informace o knize

Autor

Gianluca Fusai, Andrea Roncoroni

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2008

Stránek

607

EAN

9783540223481

ISBN

3540223487

Enbook ID

04333472

Vydavatel

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Hmotnost

1188

Rozměry

162 x 239 x 47

Kompletní 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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Implementing Models in Quantitative Finance: Methods and Cases

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Kompletní popis

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