menu
{ "item_title" : "Implementing Models in Quantitative Finance", "item_author" : [" Gianluca Fusai", "Andrea Roncoroni "], "item_description" : "This book puts numerical methods in action for the purpose of solving practical problems in quantitative finance. It fills a gap in the current published literature by delivering a case-study collection together with a self-contained course on major numerical methods developed and used by the finance industry. The book originates from class notes and case studies developed within a course on numerical methods in finance held by the authors at Bocconi University. The first part develops a toolkit in numerical methods for finance (Monte Carlo, PDE, Stochastic Optimization, Copula, Econometrics). The second part proposes twenty self-contained cases covering model simulation, asset pricing and hedging, risk management, statistical estimation and model calibration.", "item_img_path" : "https://covers2.booksamillion.com/covers/bam/3/54/022/348/3540223487_b.jpg", "price_data" : { "retail_price" : "139.99", "online_price" : "139.99", "our_price" : "139.99", "club_price" : "139.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Implementing Models in Quantitative Finance|Gianluca Fusai

Implementing Models in Quantitative Finance : Methods and Cases

local_shippingShip to Me
In Stock.
FREE Shipping for Club Members help

Overview

This book puts numerical methods in action for the purpose of solving practical problems in quantitative finance. It fills a gap in the current published literature by delivering a case-study collection together with a self-contained course on major numerical methods developed and used by the finance industry. The book originates from class notes and case studies developed within a course on numerical methods in finance held by the authors at Bocconi University. The first part develops a toolkit in numerical methods for finance (Monte Carlo, PDE, Stochastic Optimization, Copula, Econometrics). The second part proposes twenty self-contained cases covering model simulation, asset pricing and hedging, risk management, statistical estimation and model calibration.

This item is Non-Returnable

Details

  • ISBN-13: 9783540223481
  • ISBN-10: 3540223487
  • Publisher: Springer
  • Publish Date: January 2008
  • Dimensions: 9.43 x 6.3 x 1.07 inches
  • Shipping Weight: 2.19 pounds
  • Page Count: 607

Related Categories

You May Also Like...

    1

BAM Customer Reviews