Implementing Models in Quantitative Finance: Methods and Cases
Download or Read eBook Implementing Models in Quantitative Finance: Methods and Cases PDF written by Gianluca Fusai and published by Springer Science & Business Media. This book was released on 2007-12-20 with total page 606 pages. Available in PDF, EPUB and Kindle.
| Author | : Gianluca Fusai |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 606 |
| Release | : 2007-12-20 |
| ISBN-10 | : 9783540499596 |
| ISBN-13 | : 3540499598 |
| Rating | : 4/5 (96 Downloads) |
Book Synopsis Implementing Models in Quantitative Finance: Methods and Cases by : Gianluca Fusai
Book excerpt: 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.
