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.
Produktkennzeichnungen
ISBN-10
3540223487
ISBN-13
9783540223481
eBay Product ID (ePID)
59577554
Produkt Hauptmerkmale
Produktart
Lehrbuch
Sprache
Englisch
Anzahl der Seiten
632 Seiten
Verlag
Springer Berlin Heidelberg, Springer Berlin
Publikationsname
Implementing Models in Quantitative Finance: Methods And Cases