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Name: Implementing Models in Quantitative Finance : Methods and Cases.
Author: Fusai, Gianluca / Roncoroni, A.
ISBN: 978-3-540-22348-1

Implementing Models in Quantitative Finance : Methods and Cases.

・ISBN 978-3-540-22348-1 hard

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著者・編者	Fusai, Gianluca / Roncoroni, A.,
シリーズ	Springer Finance
出版社	(Springer, GW)
出版年月	2008
ページ数	xxiii, 607 pp.
言語	ENG
ニュース番号	＜513-272＞

解説

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.