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Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance)

Gianluca Fusai, Andrea Roncoroni




[PDF.ff47] Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance)

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 | #1492654 in Books |  Springer |  2008-03-04 | Original language:English | PDF # 1 |  9.43 x1.07 x6.30l,2.19 | File type: PDF | 607 pages

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||15 of 17 people found the following review helpful.| Great value for money|By Governor|The biggest problem with this book is the risk that it will be stolen.

Everyone in the commercial bank where I work seems interested in it. The coverage is extremely broad, but the exposition is patient and thorough. I have already used the book to great effect in validating a couple of exotic equity derivative pricing models, and| ||From the reviews:||"As the title suggests the book is divided into two parts. … The style of the book is very inviting and it should be on the shelf of every serious researcher and practitioner in quantitative finance, including graduate students. Teac

This book puts numerical methods in action for the purpose of solving practical problems in quantitative finance. The first part develops a toolkit in numerical methods for finance. The second part proposes twenty self-contained cases covering model simulation, asset pricing and hedging, risk management, statistical estimation and model calibration. Each case develops a detailed solution to a concrete problem arising in applied financial management and guides the user...

You easily download any file type for your device.Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance)   |  Gianluca Fusai, Andrea Roncoroni. I was recommended this book by a dear friend of mine.

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