Implementing Models in Quantitative Finance: Methods and Cases (Hardcover)
Gianluca Fusai, Andrea Roncoroni
- 出版商: Springer
- 出版日期: 2008-01-17
- 售價: $5,530
- 貴賓價: 9.5 折 $5,254
- 語言: 英文
- 頁數: 607
- 裝訂: Hardcover
- ISBN: 3540223487
- ISBN-13: 9783540223481
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商品描述
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.