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...
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Chichester, West Sussex, UK :
John Wiley & Sons Ltd,
2012.
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| Series: | Wiley finance series.
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| Online Access: | Full Text via HEAL-Link |
| Summary: | 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. |
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| Physical Description: | 1 online resource. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9781118413296 1118413296 9781118413302 111841330X 9781118413319 1118413318 9781118818565 1118818563 |
| DOI: | 10.1002/9781118818565 |
