Implementing Models in Quantitative Finance: Methods and Cases, Hardback Book

Implementing Models in Quantitative Finance: Methods and Cases Hardback

Part of the Springer Finance series

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Description

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.

Information

  • Format: Hardback
  • Pages: 607 pages, 151 Tables, black and white; XXIII, 607 p.
  • Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
  • Publication Date:
  • Category: Finance
  • ISBN: 9783540223481

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