Implementing Models in Quantitative Finance: Methods and Cases (Hardcover)

Gianluca Fusai, Andrea Roncoroni

  • 出版商: Springer
  • 出版日期: 2007-11-01
  • 售價: $5,350
  • 貴賓價: 9.5$5,083
  • 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.