Implementing Models in Quantitative Finance

Implementing Models in Quantitative Finance pdf epub mobi txt 电子书 下载 2025

出版者:Springer
作者:Gianluca Fusai
出品人:
页数:607
译者:
出版时间:2008-03-04
价格:USD 99.00
装帧:Hardcover
isbn号码:9783540223481
丛书系列:springer finance
图书标签:
  • 金融 
  • springer_finance 
  • Quantitative 
  • 量化 
  • finance 
  • 金融工程 
  • 英文原版 
  • quantitative 
  •  
想要找书就要到 图书目录大全
立刻按 ctrl+D收藏本页
你会得到大惊喜!!

This book puts numerical methods into action for the purpose of solving concrete problems arising in quantitative finance. Part one develops a comprehensive toolkit including Monte Carlo simulation, numerical schemes for partial differential equations, stochastic optimization in discrete time, copula functions, transform-based methods and quadrature techniques. The content originates from class notes written for courses on numerical methods for finance and exotic derivative pricing held by the authors at Bocconi University since the year 2000. Part two proposes eighteen self-contained cases covering model simulation, derivative valuation, dynamic hedging, portfolio selection, risk management, statistical estimation and model calibration. It encompasses a wide variety of problems arising in markets for equity, interest rates, credit risk, energy and exotic derivatives. Each case introduces a problem, develops a detailed solution and illustrates empirical results. Proposed algorithms are implemented using either MatlabA(R) or Visual Basic for ApplicationsA(R) in collaboration with contributors.

具体描述

读后感

评分

评分

评分

评分

评分

用户评价

评分

评分

评分

评分

评分

本站所有内容均为互联网搜索引擎提供的公开搜索信息,本站不存储任何数据与内容,任何内容与数据均与本站无关,如有需要请联系相关搜索引擎包括但不限于百度google,bing,sogou

© 2025 book.wenda123.org All Rights Reserved. 图书目录大全 版权所有