Implementing Models in Quantitative Finance: Methods and Cases
Gianluca Fusai, Università del Piemonte;
Andrea Roncoroni, ESSEC Graduate Business School
Springer International Publishing, 2008
ISBN: 978-3-540-22348-1;
Language: English
Written for undergraduate and graduate students, as well as for researchers and traders, this book applies numerical methods to solve real world problems arising in quantitative finance. The book is split into two parts: The first part is methodological and offers a comprehensive toolkit on numerical methods and algorithms. The second part deals with practical applications, and features eighteen self-contained cases.
MATLAB is used to solve many real-world application examples. In addition, a supplemental set of MATLAB code files is available for download.
选择网站
选择网站以获取翻译的可用内容,以及查看当地活动和优惠。根据您的位置,我们建议您选择:。
您也可以从以下列表中选择网站:
如何获得最佳网站性能
选择中国网站(中文或英文)以获得最佳网站性能。其他 MathWorks 国家/地区网站并未针对您所在位置的访问进行优化。
美洲
- América Latina (Español)
- Canada (English)
- United States (English)
欧洲
- Belgium (English)
- Denmark (English)
- Deutschland (Deutsch)
- España (Español)
- Finland (English)
- France (Français)
- Ireland (English)
- Italia (Italiano)
- Luxembourg (English)
- Netherlands (English)
- Norway (English)
- Österreich (Deutsch)
- Portugal (English)
- Sweden (English)
- Switzerland
- United Kingdom (English)