11
0
0
0
0
Implementing Models in Quantitative Finance: Methods and Cases [electronic resource]
- 作者： Fusai, Gianluca.
- 其他作者：
- 出版： Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg
- 叢書名： Springer finance
- 主題： Finance--Mathematical models , Mathematics , Computational Mathematics and Numerical Analysis. , Numerical analysis , Partial Differential Equations. , Quantitative Finance.
- ISBN： 9783540499596 (electronic bk.) 、 9783540223481 (paper)
-
FIND@SFXID:
CGU
- 資料類型: 電子書
-
讀者標籤：
- 系統號： 005018487 | 機讀編目格式
館藏資訊
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.
資料來源：
Google Book
延伸查詢
Google Books
Amazon