Financial modelling theory, implementation and practice (with Matlab source) /

Financial Modelling - Theory, Implementation and Practice is a unique combination of quantitative techniques, the application to financial problems and programming using Matlab. The book enables the reader to model, design and implement a wide range of financial models for derivatives pricing and as...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Kienitz, Joerg
Άλλοι συγγραφείς: Wetterau, Daniel, 1981-
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Chichester, West Sussex, UK : John Wiley & Sons Ltd, 2012.
Σειρά:Wiley finance series.
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Περιγραφή
Περίληψη:Financial Modelling - Theory, Implementation and Practice is a unique combination of quantitative techniques, the application to financial problems and programming using Matlab. The book enables the reader to model, design and implement a wide range of financial models for derivatives pricing and asset allocation, providing practitioners with complete financial modelling workflow, from model choice, deriving prices and Greeks using (semi- ) analytic and simulation techniques, and calibration even for exotic options. The book is split into three parts. The first part considers f.
Φυσική περιγραφή:1 online resource.
Βιβλιογραφία:Includes bibliographical references and index.
ISBN:9781118413296
1118413296
9781118413302
111841330X
9781118413319
1118413318
9781118818565
1118818563
DOI:10.1002/9781118818565