Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance)

by Gianluca Fusai (Author), Andrea Roncoroni (Author), Andrea Roncoroni (Author), Gianluca Fusai (Author)

• New

  Illustrated
  2008

  $167.16

  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.