Implementing Models in Quantitative Finance: Methods and Cases

Implementing Models in Quantitative Finance: Methods and Cases
Author :
Publisher : Springer Science & Business Media
Total Pages : 606
Release :
ISBN-10 : 9783540499596
ISBN-13 : 3540499598
Rating : 4/5 (96 Downloads)

Book Synopsis Implementing Models in Quantitative Finance: Methods and Cases by : Gianluca Fusai

Download or read book Implementing Models in Quantitative Finance: Methods and Cases 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. 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.


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