By Gianluca Fusai
Size 10.2 MB
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.
No comments:
Post a Comment