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Implementing Models in Quantitative Finance: Methods and Cases

Jezik EngleskiEngleski
Knjiga Tvrdi uvez
Knjiga Implementing Models in Quantitative Finance: Methods and Cases Gianluca Fusai
Libristo kod: 04333472
Nakladnici Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, siječanj 2008
This book puts numerical methods in action for the purpose of solving practical problems in quantita... Cijeli opis
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133.66 €
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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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Informacije o knjizi

Puni naziv Implementing Models in Quantitative Finance: Methods and Cases
Autor Gianluca Fusai, Andrea Roncoroni
Jezik Engleski
Uvez Knjiga - Tvrdi uvez
Datum izdanja 2008
Broj stranica 607
EAN 9783540223481
ISBN 3540223487
Libristo kod 04333472
Nakladnici Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Težina 1188
Dimenzije 162 x 239 x 47

Kategorija

Economics, Finance, Business & Management > Finance & accounting > Finance > Public finance & taxation
Mathematics & Science > Mathematics > Calculus & mathematical analysis > Differential calculus & equations
Mathematics & Science > Mathematics > Calculus & mathematical analysis > Numerical analysis
Mathematics & Science > Mathematics > Applied mathematics
Economics, Finance, Business & Management > Economics
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