Implementing Models in Quantitative Finance: Methods and Cases

• Κύριοι συγγραφείς: Fusai, Gianluca (Συγγραφέας), Roncoroni, Andrea (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2008.
• Σειρά: Springer Finance
• Θέματα: Partial differential equations.; Economics, Mathematical.; Computer mathematics.; Numerical analysis.; Public finance.; Economics.; Public Economics.; Quantitative Finance.; Computational Mathematics and Numerical Analysis.; Partial Differential Equations.; Numerical Analysis.

This book puts numerical methods into action for the purpose of solving concrete problems arising in quantitative finance. Part one develops a comprehensive toolkit including Monte Carlo simulation, numerical schemes for partial differential equations, stochastic optimization in discrete time, copul...