Implementing Models in Quantitative Finance: Methods and Cas (BOK)

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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.

Produktfakta

Språk Engelsk Engelsk Innbinding Innbundet
Utgitt 2007 Forfatter
Forlag
Springer
ISBN 9783540223481
Antall sider 632 Dimensjoner 17,2cm x 24,3cm x 2,7cm
Vekt 988 gram Leverandør Bertram Trading Ltd