<P>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 man
Implementing Models in Quantitative Finance - Methods and Cases
โ Scribed by Gianluca Fusai, Andrea Roncoroni
- Publisher
- Springer
- Year
- 2008
- Tongue
- English
- Leaves
- 618
- Series
- Springer Finance
- Category
- Library
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
This book will introduce you to the key mathematical models used to price financial derivatives, as well as the implementation of main numerical models used to solve them. In particular, equity, currency, interest rates, and credit derivatives are discussed. In the first part of the book, the main m
<p><p>This handbook includes contributions related to optimization, pricing and valuation problems, risk modeling and decision making problems arising in global financial and commodity markets from the perspective of Operations Research and Management Science. The book is structured in three parts,