Implementing Models in Quantitative Finance: Methods and Cases Hardback
Part of the Springer Finance series
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.
- Format: Hardback
- Pages: 607 pages, 151 Tables, black and white; XXIII, 607 p.
- Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
- Publication Date: 17/01/2008
- Category: Finance
- ISBN: 9783540223481