Description: Implementing Models in Quantitative Finance : Methods And Cases, Hardcover by Fusai, Gianluca; Roncoroni, Andrea, ISBN 3540223487, ISBN-13 9783540223481, Like New Used, Free shipping in the US
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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Book Title: Implementing Models in Quantitative Finance : Methods And Cases
Author: Fusai, Gianluca; Roncoroni, Andrea
Language: english
